-30.9%
AMT vs TECK
+213.6%
-244.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | +1.5% | +4.9% | -3.4% | +1.2% |
| 30D | +3.7% | +5.2% | -1.5% | +3.4% |
| 3M | -7.2% | +13.8% | -21.0% | -8.0% |
| 6M | -4.2% | +38.5% | -42.7% | -6.5% |
| YTD | +1.9% | +47.3% | -45.5% | -1.3% |
| 1Y | -6.4% | +81.0% | -87.4% | -10.8% |
| 3Y | +7.7% | +79.9% | -72.1% | +0.5% |
| 5Y | -30.9% | +207.9% | -238.8% | -37.8% |
| All | -30.9% | +213.6% | -244.5% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling