+89.4%
TECK vs AMRZ
-17.3%
+106.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.3% | +8.4% | +5.7% |
| 7D | +7.8% | -2.0% | +9.8% | +8.4% |
| 30D | +8.3% | -9.8% | +18.1% | +12.2% |
| 3M | +16.1% | -17.2% | +33.3% | +23.8% |
| 6M | +42.9% | -26.9% | +69.8% | +58.1% |
| YTD | +50.8% | -21.5% | +72.2% | +64.2% |
| 1Y | +106.1% | -22.9% | +129.0% | +119.5% |
| All | +89.4% | -17.3% | +106.7% | +98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling