-98.9%
AMC vs TECK
+373.9%
-472.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.2% | -7.5% | -4.6% |
| 7D | -0.8% | +7.8% | -8.5% | -2.9% |
| 30D | -1.2% | +8.3% | -9.4% | -3.5% |
| 3M | +42.2% | +16.1% | +26.2% | +35.2% |
| 6M | +118.8% | +42.9% | +76.0% | +97.0% |
| YTD | +64.1% | +50.8% | +13.3% | +43.5% |
| 1Y | -9.5% | +106.1% | -115.6% | -28.2% |
| 3Y | -64.3% | +84.0% | -148.4% | -71.9% |
| 5Y | -99.5% | +223.5% | -322.9% | -99.6% |
| 10Y | -98.9% | +378.1% | -477.0% | -99.5% |
| All | -98.9% | +373.9% | -472.8% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling