+200.7%
TECK vs AMCR
+97.2%
+103.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.5% | -1.0% |
| 7D | +4.9% | -6.3% | +11.2% | +8.0% |
| 30D | +5.2% | -7.1% | +12.3% | +8.7% |
| 3M | +13.8% | +12.7% | +1.1% | +7.2% |
| 6M | +38.5% | +5.2% | +33.3% | +34.6% |
| YTD | +47.3% | +8.1% | +39.3% | +40.8% |
| 1Y | +81.0% | +11.7% | +69.3% | +69.9% |
| 3Y | +79.9% | +9.9% | +70.0% | +67.9% |
| 5Y | +207.9% | -8.7% | +216.5% | +212.6% |
| 10Y | +389.5% | +16.8% | +372.7% | +326.3% |
| All | +200.7% | +97.2% | +103.5% | +160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling