-20.9%
AFRM vs TECK
+200.8%
-221.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.9% |
| 7D | -7.0% | -0.3% | -6.6% | -6.7% |
| 30D | -7.8% | +4.6% | -12.4% | -10.4% |
| 3M | +5.3% | +2.8% | +2.5% | +2.6% |
| 6M | +42.6% | +24.9% | +17.7% | +21.8% |
| YTD | -2.8% | +44.7% | -47.5% | -25.7% |
| 1Y | -19.3% | +112.0% | -131.3% | -52.6% |
| 3Y | +231.0% | +67.6% | +163.4% | +120.0% |
| All | -20.9% | +200.8% | -221.8% | -62.6% |
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