+20.7%
ABT vs TECK
+74.1%
-53.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.2% |
| 7D | -1.3% | -0.4% | -0.8% | -1.3% |
| 30D | +6.0% | -7.1% | +13.2% | +6.1% |
| 3M | -1.9% | -5.5% | +3.6% | -1.8% |
| 6M | +31.2% | -9.7% | +40.9% | +31.6% |
| YTD | -11.2% | +26.3% | -37.5% | -11.7% |
| 1Y | -14.0% | +44.4% | -58.3% | -14.5% |
| 3Y | +20.7% | +70.1% | -49.4% | +18.1% |
| All | +20.7% | +74.1% | -53.4% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling