+185.4%
THC vs AMDL
+20.7%
+164.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -34.9% | +32.9% | -1.1% |
| 7D | +5.9% | -52.7% | +58.6% | +7.5% |
| 30D | +10.8% | -65.3% | +76.1% | +13.3% |
| 3M | +9.4% | -40.8% | +50.3% | +10.1% |
| 6M | +53.3% | -12.9% | +66.1% | +47.4% |
| YTD | +44.2% | +98.0% | -53.9% | +29.8% |
| 1Y | +37.3% | +30.1% | +7.2% | +26.3% |
| All | +185.4% | +20.7% | +164.7% | +132.2% |
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