-89.7%
AMIX vs TECK
+48.4%
-138.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.8% | +11.6% | +13.1% |
| 7D | +11.4% | +1.7% | +9.8% | +7.3% |
| 30D | -40.5% | -7.6% | -32.9% | -34.2% |
| 3M | -80.1% | -5.9% | -74.2% | -79.1% |
| 6M | -74.8% | -2.8% | -72.0% | -76.0% |
| YTD | -84.0% | +31.8% | -115.8% | -84.3% |
| 1Y | -89.7% | +49.1% | -138.8% | -89.5% |
| All | -89.7% | +48.4% | -138.1% | -89.5% |
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 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