-16.6%
AFRM vs TECK
+42.2%
-58.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +0.9% | -1.4% |
| 7D | -5.5% | +2.1% | -7.6% | -6.3% |
| 30D | -15.5% | -8.9% | -6.6% | -12.4% |
| 3M | -10.3% | -7.1% | -3.2% | -7.8% |
| 6M | +0.6% | -7.0% | +7.6% | +2.9% |
| YTD | -11.5% | +28.3% | -39.9% | -22.6% |
| 1Y | -16.6% | +40.6% | -57.2% | -31.9% |
| All | -16.6% | +42.2% | -58.8% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling