+19.7%
AAL vs TECK
+84.1%
-64.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.6% |
| 7D | +3.4% | -1.2% | +4.7% | +4.0% |
| 30D | +11.7% | -5.7% | +17.5% | +14.2% |
| 3M | -7.8% | -3.6% | -4.2% | -7.0% |
| 6M | +10.2% | -2.2% | +12.5% | +9.4% |
| YTD | -8.0% | +33.6% | -41.6% | -20.7% |
| 1Y | +8.5% | +49.0% | -40.4% | -10.9% |
| All | +19.7% | +84.1% | -64.5% | -14.5% |
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