+1,568.3%
AJG vs TECK
+2,084.0%
-515.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -8.3% | -3.8% | -4.4% | -8.0% |
| 30D | -5.7% | +0.7% | -6.4% | -5.8% |
| 3M | +9.1% | +4.6% | +4.5% | +8.2% |
| 6M | +15.2% | +25.1% | -9.9% | +11.9% |
| YTD | -6.3% | +39.2% | -45.5% | -10.3% |
| 1Y | -19.1% | +60.3% | -79.4% | -23.8% |
| 3Y | +8.2% | +62.9% | -54.7% | 0.0% |
| 5Y | +75.6% | +181.5% | -105.8% | +50.5% |
| 10Y | +471.1% | +362.3% | +108.8% | +338.7% |
| All | +1,568.3% | +2,084.0% | -515.6% | +938.8% |
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 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