-27.8%
AAL vs TECK
+326.6%
-354.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -20.8% | +4.6% | -25.4% | -22.0% |
| 3M | -1.3% | +2.8% | -4.1% | -2.9% |
| 6M | +5.4% | +24.9% | -19.5% | -2.4% |
| YTD | -14.4% | +44.7% | -59.1% | -24.6% |
| 1Y | +2.1% | +112.0% | -109.9% | -20.7% |
| 3Y | -10.6% | +67.6% | -78.1% | -27.0% |
| 5Y | -32.2% | +200.3% | -232.6% | -55.8% |
| 10Y | -62.7% | +358.2% | -420.9% | -80.6% |
| All | -27.8% | +326.6% | -354.4% | -78.8% |
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