+0.3%
AG vs TECK
+130.0%
-129.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.3% |
| 7D | -10.0% | -0.4% | -9.5% | -9.6% |
| 30D | -10.5% | -7.1% | -3.4% | -5.9% |
| 3M | -27.3% | -5.5% | -21.8% | -24.4% |
| 6M | -43.0% | -9.7% | -33.3% | -38.4% |
| YTD | -17.9% | +26.3% | -44.2% | -27.1% |
| 1Y | +11.9% | +44.4% | -32.4% | -8.2% |
| 3Y | +201.8% | +70.1% | +131.7% | +127.4% |
| All | +0.3% | +130.0% | -129.7% | -45.4% |
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