-91.6%
AMIX vs TECK
+59.3%
-150.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.3% | -9.6% |
| 7D | -25.1% | +2.3% | -27.4% | -28.3% |
| 30D | -54.5% | -5.0% | -49.5% | -51.8% |
| 3M | -91.7% | -0.3% | -91.4% | -92.3% |
| 6M | -79.4% | +13.9% | -93.3% | -81.0% |
| YTD | -86.1% | +35.2% | -121.3% | -87.0% |
| 1Y | -91.6% | +57.5% | -149.1% | -91.8% |
| All | -91.6% | +59.3% | -150.9% | -91.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling