+41.6%
AA vs TECK
+198.5%
-156.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -0.7% |
| 7D | +0.5% | -0.4% | +1.0% | +0.8% |
| 30D | -0.6% | -7.1% | +6.5% | +4.2% |
| 3M | -19.7% | -5.5% | -14.2% | -17.4% |
| 6M | -41.6% | -9.7% | -31.9% | -38.5% |
| YTD | -24.6% | +26.3% | -50.9% | -38.0% |
| 1Y | +4.9% | +44.4% | -39.5% | -21.5% |
| 3Y | +66.8% | +70.1% | -3.2% | +10.0% |
| 5Y | -19.4% | +125.8% | -145.2% | -56.8% |
| All | +41.6% | +198.5% | -156.9% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling