+40.7%
THC vs AMBA
-25.6%
+66.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.7% | +11.3% | +9.5% |
| 7D | +8.8% | -8.1% | +16.9% | +8.7% |
| 30D | +12.6% | -10.8% | +23.4% | +12.4% |
| 3M | +15.4% | -25.9% | +41.3% | +14.8% |
| 6M | +57.7% | -13.9% | +71.5% | +54.9% |
| YTD | +47.1% | -14.0% | +61.1% | +44.5% |
| 1Y | +40.7% | -25.7% | +66.4% | +39.9% |
| All | +40.7% | -25.6% | +66.3% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling