-98.7%
AMC vs TECK
+221.5%
-320.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.0% | +1.3% | +6.2% |
| 7D | +6.6% | +3.1% | +3.5% | +6.0% |
| 30D | +14.1% | -5.0% | +19.1% | +16.1% |
| 3M | +31.3% | -2.6% | +33.8% | +32.4% |
| 6M | +126.7% | 0.0% | +126.7% | +126.1% |
| YTD | +117.9% | +35.6% | +82.3% | +96.4% |
| 1Y | +41.1% | +58.1% | -17.0% | +21.4% |
| 3Y | -61.0% | +93.3% | -154.3% | -69.8% |
| 5Y | -99.1% | +153.7% | -252.9% | -99.4% |
| 10Y | -98.7% | +226.7% | -325.4% | -99.4% |
| All | -98.7% | +221.5% | -320.2% | -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