+14.6%
AA vs TECK
+220.9%
-206.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.6% | +0.5% |
| 7D | +1.7% | +7.8% | -6.1% | -3.8% |
| 30D | +3.3% | +8.3% | -4.9% | -2.7% |
| 3M | -29.4% | +16.1% | -45.5% | -37.4% |
| 6M | -12.8% | +42.9% | -55.7% | -34.9% |
| YTD | -2.1% | +50.8% | -52.9% | -30.4% |
| 1Y | +62.8% | +106.1% | -43.3% | -10.3% |
| 3Y | +90.5% | +84.0% | +6.4% | +11.2% |
| All | +14.6% | +220.9% | -206.3% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling