-10.0%
ABT vs TECK
+199.3%
-209.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.2% |
| 7D | -4.7% | +4.9% | -9.6% | -5.0% |
| 30D | -3.1% | +5.2% | -8.3% | -3.4% |
| 3M | +16.1% | +13.8% | +2.4% | +15.2% |
| 6M | -5.3% | +38.5% | -43.8% | -7.7% |
| YTD | -14.4% | +47.3% | -61.8% | -17.0% |
| 1Y | -18.4% | +81.0% | -99.4% | -22.2% |
| 3Y | +11.2% | +79.9% | -68.7% | +4.0% |
| All | -10.0% | +199.3% | -209.3% | -17.8% |
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