+187.9%
THC vs AMDL
+87.1%
+100.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +26.8% | -24.8% | +1.3% |
| 7D | +7.5% | +10.3% | -2.8% | +6.9% |
| 30D | +9.6% | -38.3% | +47.8% | +10.3% |
| 3M | +10.3% | -8.7% | +19.0% | +9.6% |
| 6M | +51.8% | -14.4% | +66.2% | +48.4% |
| YTD | +45.4% | +206.9% | -161.5% | +29.4% |
| 1Y | +40.8% | +144.4% | -103.6% | +26.4% |
| All | +187.9% | +87.1% | +100.8% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AMDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling