+1,265.2%
ABT vs TECK
+2,171.4%
-906.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -3.7% | -0.3% | -3.3% | -3.7% |
| 30D | +2.5% | +4.6% | -2.1% | +2.1% |
| 3M | +20.2% | +2.8% | +17.3% | +19.6% |
| 6M | -2.9% | +24.9% | -27.8% | -5.1% |
| YTD | -11.9% | +44.7% | -56.7% | -15.0% |
| 1Y | -16.5% | +112.0% | -128.5% | -22.0% |
| 3Y | +12.1% | +67.6% | -55.5% | +5.3% |
| 5Y | -7.4% | +200.3% | -207.8% | -18.3% |
| 10Y | +210.7% | +358.2% | -147.5% | +152.6% |
| All | +1,265.2% | +2,171.4% | -906.2% | +965.8% |
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 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