-9.9%
ABNB vs TECK
+130.0%
-139.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.8% | +3.6% |
| 7D | -1.7% | -0.4% | -1.2% | -1.7% |
| 30D | +11.8% | -7.1% | +18.9% | +14.0% |
| 3M | +0.9% | -5.5% | +6.4% | +2.0% |
| 6M | +40.5% | -9.7% | +50.2% | +42.4% |
| YTD | +37.6% | +26.3% | +11.4% | +22.7% |
| 1Y | +54.1% | +44.4% | +9.8% | +31.0% |
| 3Y | +56.8% | +70.1% | -13.3% | +18.9% |
| All | -9.9% | +130.0% | -139.8% | -45.2% |
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