-98.8%
AMC vs TECK
+198.5%
-297.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.2% |
| 7D | +3.5% | -0.4% | +3.9% | +3.7% |
| 30D | +12.5% | -7.1% | +19.6% | +15.2% |
| 3M | +23.6% | -5.5% | +29.0% | +25.8% |
| 6M | +144.4% | -9.7% | +154.1% | +151.1% |
| YTD | +108.3% | +26.3% | +82.1% | +91.7% |
| 1Y | +38.9% | +44.4% | -5.5% | +22.7% |
| 3Y | -58.9% | +70.1% | -128.9% | -66.9% |
| 5Y | -99.2% | +125.8% | -225.0% | -99.4% |
| All | -98.8% | +198.5% | -297.3% | -99.4% |
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