+188.8%
TECK vs AMBA
+837.3%
-648.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -0.3% | -11.0% | +10.6% | +2.6% |
| 30D | +4.6% | -23.2% | +27.8% | +11.6% |
| 3M | +2.8% | -12.7% | +15.6% | +3.7% |
| 6M | +24.9% | +11.2% | +13.7% | +16.9% |
| YTD | +44.7% | -11.2% | +56.0% | +42.4% |
| 1Y | +112.0% | -22.5% | +134.5% | +113.1% |
| 3Y | +67.6% | -1.3% | +68.9% | +50.1% |
| 5Y | +200.3% | -54.2% | +254.5% | +189.9% |
| 10Y | +358.2% | -6.1% | +364.3% | +227.2% |
| All | +188.8% | +837.3% | -648.4% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling