-99.4%
AMC vs TECK
+200.8%
-300.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +2.3% | -0.3% | +2.7% | +2.4% |
| 30D | -0.7% | +4.6% | -5.4% | -2.2% |
| 3M | +35.2% | +2.8% | +32.4% | +33.3% |
| 6M | +124.6% | +24.9% | +99.7% | +108.4% |
| YTD | +69.9% | +44.7% | +25.1% | +48.1% |
| 1Y | -2.6% | +112.0% | -114.6% | -26.0% |
| 3Y | -79.8% | +67.6% | -147.4% | -84.2% |
| All | -99.4% | +200.8% | -300.3% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling