-27.6%
AAL vs TECK
+272.1%
-299.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.6% |
| 7D | -0.1% | -0.4% | +0.4% | +0.1% |
| 30D | +11.7% | -7.1% | +18.8% | +14.2% |
| 3M | -12.5% | -5.5% | -7.1% | -11.3% |
| 6M | +3.6% | -9.7% | +13.3% | +5.8% |
| YTD | -14.1% | +26.3% | -40.3% | -21.4% |
| 1Y | +0.8% | +44.4% | -43.6% | -11.6% |
| 3Y | +11.8% | +70.1% | -58.3% | -8.9% |
| 5Y | -35.1% | +125.8% | -160.9% | -53.7% |
| 10Y | -68.3% | +200.6% | -268.8% | -81.4% |
| All | -27.6% | +272.1% | -299.7% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling