+2,171.4%
TECK vs AME
+5,538.8%
-3,367.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -1.0% |
| 7D | -0.3% | +0.6% | -1.0% | -0.9% |
| 30D | +4.6% | -6.7% | +11.3% | +11.1% |
| 3M | +2.8% | +4.1% | -1.2% | -0.7% |
| 6M | +24.9% | +1.6% | +23.3% | +23.7% |
| YTD | +44.7% | +16.1% | +28.6% | +27.0% |
| 1Y | +112.0% | +27.3% | +84.7% | +69.9% |
| 3Y | +67.6% | +50.9% | +16.7% | +12.3% |
| 5Y | +200.3% | +81.4% | +119.0% | +65.8% |
| 10Y | +358.2% | +417.0% | -58.7% | -3.0% |
| All | +2,171.4% | +5,538.8% | -3,367.4% | +93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling