+484.3%
THC vs AMP
+2,123.7%
-1,639.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | +1.3% | -0.1% | +1.3% | +1.2% |
| 3M | +64.2% | +23.6% | +40.7% | +48.2% |
| 6M | +8.3% | +20.4% | -12.1% | -1.3% |
| YTD | +33.4% | +15.4% | +17.9% | +22.7% |
| 1Y | +37.7% | +11.0% | +26.7% | +28.6% |
| 3Y | +236.8% | +70.5% | +166.3% | +152.0% |
| 5Y | +249.3% | +121.4% | +127.9% | +128.5% |
| 10Y | +995.2% | +575.6% | +419.7% | +328.2% |
| All | +484.3% | +2,123.7% | -1,639.4% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling