+90.5%
AA vs TECK
+85.2%
+5.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.6% | +0.7% |
| 7D | +1.7% | +7.8% | -6.1% | -3.5% |
| 30D | +3.3% | +8.3% | -4.9% | -2.3% |
| 3M | -29.4% | +16.1% | -45.5% | -36.9% |
| 6M | -12.8% | +42.9% | -55.7% | -33.8% |
| YTD | -2.1% | +50.8% | -52.9% | -29.1% |
| 1Y | +62.8% | +106.1% | -43.3% | -7.9% |
| 3Y | +90.5% | +84.0% | +6.4% | +16.0% |
| All | +90.5% | +85.2% | +5.2% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling