+49.3%
TECK vs AMDL
+87.1%
-37.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +26.8% | -19.8% | +2.5% |
| 7D | +3.1% | +10.3% | -7.2% | -0.4% |
| 30D | -5.0% | -38.3% | +33.3% | -0.1% |
| 3M | -2.6% | -8.7% | +6.1% | -5.4% |
| 6M | 0.0% | -14.4% | +14.3% | -5.6% |
| YTD | +35.6% | +206.9% | -171.3% | -0.9% |
| 1Y | +58.1% | +144.4% | -86.3% | +18.6% |
| All | +49.3% | +87.1% | -37.8% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling