-81.4%
AMIX vs TECK
+104.7%
-186.1%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -6.3% |
| 7D | -3.4% | +7.8% | -11.1% | -13.8% |
| 30D | -54.4% | +8.3% | -62.7% | -59.3% |
| 3M | -45.7% | +16.1% | -61.8% | -54.9% |
| 6M | -49.2% | +42.9% | -92.0% | -58.7% |
| YTD | -60.3% | +50.8% | -111.1% | -68.3% |
| 1Y | -81.4% | +106.1% | -187.4% | -85.3% |
| All | -81.4% | +104.7% | -186.1% | -85.3% |
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