+255.2%
AG vs TECK
+124.4%
+130.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.7% |
| 7D | -10.0% | -0.4% | -9.5% | -9.7% |
| 30D | -10.5% | -7.1% | -3.4% | -7.3% |
| 3M | -27.3% | -5.5% | -21.8% | -25.2% |
| 6M | -43.0% | -9.7% | -33.3% | -39.6% |
| YTD | -17.9% | +26.3% | -44.2% | -24.0% |
| 1Y | +11.9% | +44.4% | -32.4% | -2.0% |
| 3Y | +201.8% | +70.1% | +131.7% | +147.7% |
| 5Y | -0.1% | +125.8% | -125.9% | -30.0% |
| 10Y | +72.7% | +200.6% | -127.9% | -14.0% |
| All | +255.2% | +124.4% | +130.7% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling