-99.8%
AMIX vs TECK
+76.5%
-176.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.2% |
| 7D | -13.7% | -0.3% | -13.4% | -13.4% |
| 30D | -62.1% | +4.6% | -66.7% | -63.0% |
| 3M | -46.2% | +2.8% | -49.0% | -48.7% |
| 6M | -46.4% | +24.9% | -71.3% | -49.4% |
| YTD | -60.3% | +44.7% | -105.0% | -62.7% |
| 1Y | -79.7% | +112.0% | -191.7% | -81.0% |
| All | -99.8% | +76.5% | -176.3% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling