+156.1%
TECK vs AMBA
+810.0%
-653.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -3.3% |
| 7D | +2.1% | +10.7% | -8.5% | -0.5% |
| 30D | -8.9% | -5.0% | -3.9% | -7.8% |
| 3M | -7.1% | -26.9% | +19.8% | -0.1% |
| 6M | -7.0% | -21.9% | +14.9% | -4.9% |
| YTD | +28.3% | -13.8% | +42.2% | +26.6% |
| 1Y | +40.6% | -36.1% | +76.6% | +48.6% |
| 3Y | +78.2% | +21.6% | +56.5% | +50.8% |
| 5Y | +129.5% | -68.8% | +198.3% | +146.2% |
| 10Y | +205.6% | +2.3% | +203.2% | +114.0% |
| All | +156.1% | +810.0% | -653.9% | +17.8% |
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