+1,649.1%
THC vs AMP
+452.8%
+1,196.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.3% |
| 7D | +0.1% | +1.2% | -1.0% | -0.6% |
| 30D | +7.5% | +4.4% | +3.0% | +4.4% |
| 3M | +7.5% | -8.8% | +16.3% | +13.7% |
| 6M | +46.4% | +9.9% | +36.5% | +36.8% |
| YTD | +44.4% | +6.1% | +38.3% | +35.4% |
| 1Y | +43.4% | +10.6% | +32.9% | +30.4% |
| 3Y | +433.3% | +58.8% | +374.5% | +264.2% |
| 5Y | +262.5% | +79.0% | +183.6% | +122.3% |
| All | +1,649.1% | +452.8% | +1,196.3% | +432.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling