+57.5%
TECK vs AMRZ
-11.5%
+69.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.2% | -0.9% | +1.9% |
| 7D | +2.3% | +10.3% | -8.0% | -2.1% |
| 30D | -5.0% | +18.7% | -23.7% | -12.1% |
| 3M | -0.3% | -14.6% | +14.3% | +6.7% |
| 6M | +13.9% | -12.9% | +26.7% | +20.1% |
| YTD | +35.2% | -17.4% | +52.6% | +45.1% |
| 1Y | +57.5% | -12.3% | +69.9% | +60.2% |
| All | +57.5% | -11.5% | +69.1% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling