+188.6%
TECK vs AMCR
-12.3%
+200.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.7% |
| 7D | -3.8% | -6.3% | +2.4% | -0.2% |
| 30D | +0.7% | -7.8% | +8.5% | +5.4% |
| 3M | +4.6% | +7.5% | -2.9% | -0.6% |
| 6M | +25.1% | +2.7% | +22.4% | +21.8% |
| YTD | +39.2% | +6.0% | +33.1% | +32.0% |
| 1Y | +60.3% | +7.8% | +52.5% | +50.0% |
| 3Y | +62.9% | +5.8% | +57.1% | +49.4% |
| All | +188.6% | -12.3% | +200.9% | +214.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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