+1,833.8%
AEM vs TECK
+2,265.7%
-431.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -2.6% |
| 7D | +4.3% | +7.8% | -3.4% | +2.2% |
| 30D | +13.1% | +8.3% | +4.8% | +10.7% |
| 3M | +24.8% | +16.1% | +8.7% | +19.8% |
| 6M | -8.2% | +42.9% | -51.1% | -16.6% |
| YTD | +19.8% | +50.8% | -30.9% | +7.2% |
| 1Y | +32.1% | +106.1% | -74.0% | +8.1% |
| 3Y | +348.2% | +84.0% | +264.2% | +268.4% |
| 5Y | +297.5% | +223.5% | +74.0% | +170.0% |
| 10Y | +343.3% | +378.1% | -34.8% | +125.5% |
| All | +1,833.8% | +2,265.7% | -431.9% | +674.5% |
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