+25.7%
ABNB vs TECK
+314.1%
-288.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -4.0% | -0.3% | -3.6% | -3.9% |
| 30D | +19.3% | +4.6% | +14.7% | +17.8% |
| 3M | +36.1% | +2.8% | +33.2% | +33.9% |
| 6M | +34.2% | +24.9% | +9.3% | +24.2% |
| YTD | +34.1% | +44.7% | -10.7% | +17.7% |
| 1Y | +45.1% | +112.0% | -66.9% | +12.4% |
| 3Y | +37.1% | +67.6% | -30.5% | +10.1% |
| 5Y | +15.2% | +200.3% | -185.2% | -18.9% |
| All | +25.7% | +314.1% | -288.3% | -9.5% |
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 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