+69.1%
THC vs AMRZ
-19.2%
+88.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.0% | -2.1% | +3.0% | +1.3% |
| 30D | +5.3% | +13.0% | -7.7% | +3.4% |
| 3M | +7.1% | -12.1% | +19.2% | +9.2% |
| 6M | +46.0% | -19.1% | +65.2% | +50.3% |
| YTD | +43.9% | -23.3% | +67.2% | +48.0% |
| 1Y | +45.4% | -16.6% | +62.0% | +47.4% |
| All | +69.1% | -19.2% | +88.3% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling