-8.4%
AAL vs TECK
+79.6%
-88.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.8% | -3.2% |
| 7D | -0.3% | +7.8% | -8.1% | -3.1% |
| 30D | -19.0% | +8.3% | -27.3% | -21.5% |
| 3M | -5.1% | +16.1% | -21.1% | -11.0% |
| 6M | +15.5% | +42.9% | -27.4% | -0.8% |
| YTD | -15.8% | +50.8% | -66.5% | -29.9% |
| 1Y | -0.3% | +106.1% | -106.4% | -28.2% |
| All | -8.4% | +79.6% | -88.0% | -34.5% |
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