+532.4%
THC vs AMP
+1,943.9%
-1,411.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.5% |
| 7D | +0.1% | +1.2% | -1.0% | -0.4% |
| 30D | +7.5% | +4.4% | +3.0% | +5.2% |
| 3M | +7.5% | -8.8% | +16.3% | +12.1% |
| 6M | +46.4% | +9.9% | +36.5% | +39.4% |
| YTD | +44.4% | +6.1% | +38.3% | +38.1% |
| 1Y | +43.4% | +10.6% | +32.9% | +34.2% |
| 3Y | +433.3% | +58.8% | +374.5% | +312.0% |
| 5Y | +262.5% | +79.0% | +183.6% | +162.5% |
| 10Y | +1,871.5% | +461.5% | +1,410.1% | +752.1% |
| All | +532.4% | +1,943.9% | -1,411.5% | +78.3% |
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