+197.1%
ABT vs TECK
+377.7%
-180.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.4% |
| 7D | -5.9% | -3.8% | -2.0% | -5.6% |
| 30D | -8.1% | +0.7% | -8.8% | -8.2% |
| 3M | +14.5% | +4.6% | +9.9% | +13.7% |
| 6M | -6.3% | +25.1% | -31.4% | -8.9% |
| YTD | -17.1% | +39.2% | -56.3% | -20.5% |
| 1Y | -21.4% | +60.3% | -81.7% | -25.8% |
| 3Y | +5.9% | +62.9% | -57.0% | -2.2% |
| 5Y | -12.8% | +181.5% | -194.2% | -26.2% |
| All | +197.1% | +377.7% | -180.6% | +121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling