+153.0%
TECK vs AMBA
+772.6%
-619.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | -0.6% |
| 7D | -0.2% | -7.2% | +7.0% | +1.6% |
| 30D | -7.5% | -10.4% | +2.8% | -5.1% |
| 3M | -8.4% | -30.1% | +21.7% | -0.5% |
| 6M | -2.2% | -22.4% | +20.2% | +0.1% |
| YTD | +26.8% | -17.3% | +44.2% | +26.3% |
| 1Y | +46.5% | -35.4% | +81.9% | +54.3% |
| 3Y | +69.0% | +18.6% | +50.4% | +43.9% |
| 5Y | +138.8% | -69.8% | +208.6% | +157.9% |
| 10Y | +224.3% | +1.1% | +223.2% | +128.0% |
| All | +153.0% | +772.6% | -619.5% | +17.6% |
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