+127.8%
AAPL vs TECK
+180.1%
-52.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | +3.8% | -3.8% | +7.7% | +4.4% |
| 30D | +9.9% | +0.7% | +9.2% | +9.6% |
| 3M | +12.5% | +4.6% | +7.9% | +11.0% |
| 6M | +27.6% | +25.1% | +2.5% | +21.4% |
| YTD | +22.6% | +39.2% | -16.6% | +13.7% |
| 1Y | +45.0% | +60.3% | -15.3% | +30.5% |
| 3Y | +87.8% | +62.9% | +24.9% | +63.0% |
| All | +127.8% | +180.1% | -52.4% | +81.0% |
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