+69.6%
THC vs AMRZ
-19.3%
+88.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.7% |
| 7D | +0.1% | -4.0% | +4.2% | +0.9% |
| 30D | +7.5% | +12.4% | -4.9% | +5.6% |
| 3M | +7.5% | -11.5% | +19.0% | +9.5% |
| 6M | +46.4% | -21.6% | +68.0% | +51.2% |
| YTD | +44.4% | -23.4% | +67.7% | +48.4% |
| 1Y | +43.4% | -17.2% | +60.6% | +45.4% |
| All | +69.6% | -19.3% | +88.9% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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