-58.3%
AFRM vs TECK
+134.3%
-192.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.8% |
| 7D | -7.3% | -0.2% | -7.0% | -7.1% |
| 30D | -9.6% | -7.5% | -2.0% | -5.2% |
| 3M | -11.1% | -8.4% | -2.6% | -6.8% |
| 6M | +3.9% | -2.2% | +6.1% | +3.0% |
| YTD | -8.5% | +26.8% | -35.3% | -25.0% |
| 1Y | +3.3% | +46.5% | -43.3% | -23.0% |
| 3Y | +213.7% | +69.0% | +144.7% | +104.0% |
| All | -58.3% | +134.3% | -192.6% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling