-97.7%
AMC vs TECK
+218.9%
-316.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | +2.6% | -0.2% | +2.9% | +2.9% |
| 30D | +9.0% | -7.5% | +16.6% | +11.1% |
| 3M | +22.2% | -8.4% | +30.6% | +24.6% |
| 6M | +91.5% | -2.2% | +93.7% | +92.1% |
| YTD | +101.3% | +26.8% | +74.5% | +89.3% |
| 1Y | +20.8% | +46.5% | -25.8% | +10.0% |
| 3Y | -71.3% | +69.0% | -140.3% | -75.4% |
| 5Y | -99.2% | +138.8% | -238.0% | -99.4% |
| 10Y | -98.7% | +224.3% | -323.0% | -99.2% |
| All | -97.7% | +218.9% | -316.6% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling