+117.0%
AA vs TECK
+377.7%
-260.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.6% |
| 7D | -3.4% | -3.8% | +0.4% | -0.9% |
| 30D | -5.8% | +0.7% | -6.5% | -6.4% |
| 3M | -29.9% | +4.6% | -34.5% | -32.7% |
| 6M | -27.0% | +25.1% | -52.1% | -38.5% |
| YTD | -8.7% | +39.2% | -47.9% | -28.7% |
| 1Y | +50.6% | +60.3% | -9.7% | +6.6% |
| 3Y | +74.1% | +62.9% | +11.2% | +19.4% |
| 5Y | +2.6% | +181.5% | -178.9% | -50.8% |
| All | +117.0% | +377.7% | -260.7% | -18.1% |
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