+196.9%
TECK vs AME
+444.5%
-247.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -2.0% |
| 7D | -0.4% | +5.9% | -6.3% | -5.2% |
| 30D | -7.1% | -1.9% | -5.2% | -5.7% |
| 3M | -5.5% | -5.4% | -0.1% | -1.2% |
| 6M | -9.7% | +4.9% | -14.6% | -13.6% |
| YTD | +26.3% | +18.5% | +7.8% | +9.0% |
| 1Y | +44.4% | +25.5% | +18.9% | +18.6% |
| 3Y | +70.1% | +63.0% | +7.0% | +7.4% |
| 5Y | +125.8% | +78.3% | +47.5% | +28.5% |
| All | +196.9% | +444.5% | -247.5% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling