+244.5%
THC vs AMP
+122.1%
+122.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.9% |
| 7D | -2.6% | +2.6% | -5.1% | -3.9% |
| 30D | -1.2% | +0.8% | -2.0% | -1.7% |
| 3M | +58.9% | +24.3% | +34.7% | +41.0% |
| 6M | +9.3% | +20.6% | -11.2% | -1.7% |
| YTD | +30.4% | +14.6% | +15.7% | +18.7% |
| 1Y | +34.6% | +14.5% | +20.1% | +22.2% |
| 3Y | +246.7% | +67.9% | +178.7% | +133.8% |
| 5Y | +244.5% | +122.5% | +122.0% | +91.4% |
| All | +244.5% | +122.1% | +122.5% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling