+10,712.9%
AMT vs TECK
+1,995.8%
+8,717.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -2.4% | -1.2% | -1.1% | -2.3% |
| 30D | +4.2% | -5.7% | +9.9% | +4.9% |
| 3M | +13.4% | -3.6% | +17.0% | +13.7% |
| 6M | +9.4% | -2.2% | +11.6% | +8.7% |
| YTD | +11.7% | +33.6% | -21.9% | +5.5% |
| 1Y | +7.1% | +49.0% | -41.8% | -0.4% |
| 3Y | +15.1% | +85.4% | -70.3% | +0.8% |
| 5Y | -17.9% | +138.5% | -156.4% | -32.8% |
| 10Y | +133.5% | +218.0% | -84.4% | +64.0% |
| All | +10,712.9% | +1,995.8% | +8,717.1% | +4,820.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling