-25.2%
AFRM vs TECK
+299.2%
-324.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.5% | -2.5% |
| 7D | +3.1% | +7.8% | -4.7% | -1.0% |
| 30D | -4.2% | +8.3% | -12.5% | -8.3% |
| 3M | +10.1% | +16.1% | -6.0% | +0.9% |
| 6M | +39.4% | +42.9% | -3.4% | +13.0% |
| YTD | -3.2% | +50.8% | -53.9% | -25.3% |
| 1Y | -16.1% | +106.1% | -122.1% | -46.4% |
| 3Y | +220.8% | +84.0% | +136.8% | +115.6% |
| 5Y | -17.7% | +223.5% | -241.1% | -53.7% |
| All | -25.2% | +299.2% | -324.4% | -63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling