+1,342.2%
AFL vs TECK
+2,212.2%
-870.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | -2.1% | +4.9% | -7.0% | -3.3% |
| 30D | -5.4% | +5.2% | -10.6% | -6.7% |
| 3M | -0.3% | +13.8% | -14.0% | -4.1% |
| 6M | +5.2% | +38.5% | -33.3% | -4.5% |
| YTD | +5.7% | +47.3% | -41.7% | -6.2% |
| 1Y | +10.2% | +81.0% | -70.8% | -7.6% |
| 3Y | +63.4% | +79.9% | -16.4% | +31.4% |
| 5Y | +133.0% | +207.9% | -74.9% | +54.9% |
| 10Y | +299.5% | +389.5% | -90.0% | +104.2% |
| All | +1,342.2% | +2,212.2% | -870.0% | +406.5% |
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