+61.4%
AFL vs TECK
+64.4%
-3.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | 0.0% |
| 7D | -3.3% | -4.2% | +1.0% | -3.1% |
| 30D | -5.0% | -0.4% | -4.6% | -5.0% |
| 3M | -1.8% | +10.1% | -11.9% | -2.3% |
| 6M | +4.8% | +26.0% | -21.1% | +2.8% |
| YTD | +5.4% | +38.0% | -32.6% | +2.2% |
| 1Y | +9.0% | +63.8% | -54.8% | +3.8% |
| All | +61.4% | +64.4% | -3.0% | +50.5% |
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 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