+36.4%
THC vs AMP
+14.8%
+21.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | -1.2% | -1.3% | +0.2% | -0.9% |
| 3M | +52.3% | +24.2% | +28.1% | +48.9% |
| 6M | +12.4% | +24.6% | -12.2% | +9.8% |
| YTD | +32.7% | +14.8% | +17.9% | +26.7% |
| 1Y | +36.4% | +12.8% | +23.6% | +36.0% |
| All | +36.4% | +14.8% | +21.6% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling