+58.6%
TECK vs AMRZ
-19.2%
+77.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -0.4% | -2.1% | +1.6% | +0.5% |
| 30D | -7.1% | +13.0% | -20.1% | -11.0% |
| 3M | -5.5% | -12.1% | +6.6% | -0.8% |
| 6M | -9.7% | -19.1% | +9.4% | -2.6% |
| YTD | +26.3% | -23.3% | +49.5% | +39.0% |
| 1Y | +44.4% | -16.6% | +60.9% | +56.0% |
| All | +58.6% | -19.2% | +77.8% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling