+39.0%
TECK vs AMDL
+102.5%
-63.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -17.6% | +15.9% | +1.3% |
| 7D | -0.4% | +37.2% | -37.7% | -6.5% |
| 30D | -7.1% | -24.0% | +16.9% | -6.2% |
| 3M | -5.5% | -1.0% | -4.5% | -10.0% |
| 6M | -9.7% | -3.2% | -6.5% | -17.0% |
| YTD | +26.3% | +232.2% | -206.0% | -9.6% |
| 1Y | +44.4% | +137.7% | -93.4% | +8.3% |
| All | +39.0% | +102.5% | -63.5% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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