-91.7%
AMIX vs TECK
+48.0%
-139.7%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.3% | -21.3% | -22.0% |
| 7D | -8.1% | -1.2% | -6.8% | -7.4% |
| 30D | -52.3% | -5.7% | -46.5% | -49.1% |
| 3M | -83.8% | -3.6% | -80.2% | -83.7% |
| 6M | -79.0% | -2.2% | -76.7% | -80.4% |
| YTD | -87.2% | +33.6% | -120.7% | -87.8% |
| All | -91.7% | +48.0% | -139.7% | -91.9% |
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