+85.1%
TECK vs AMRZ
-19.2%
+104.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | +0.1% | -1.4% |
| 7D | +4.9% | -4.7% | +9.5% | +6.6% |
| 30D | +5.2% | -11.3% | +16.5% | +9.7% |
| 3M | +13.8% | -22.1% | +35.8% | +24.2% |
| 6M | +38.5% | -29.6% | +68.1% | +55.1% |
| YTD | +47.3% | -23.3% | +70.6% | +61.9% |
| 1Y | +81.0% | -23.7% | +104.7% | +94.5% |
| All | +85.1% | -19.2% | +104.3% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling