+101.1%
AKAM vs TECK
+377.7%
-276.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +1.5% | -3.8% | +5.3% | +2.0% |
| 30D | -13.0% | +0.7% | -13.8% | -13.2% |
| 3M | -19.4% | +4.6% | -24.0% | -20.1% |
| 6M | +0.3% | +25.1% | -24.8% | -2.9% |
| YTD | +22.4% | +39.2% | -16.8% | +16.5% |
| 1Y | +34.8% | +60.3% | -25.5% | +25.8% |
| 3Y | +1.9% | +62.9% | -61.0% | -6.3% |
| 5Y | -4.6% | +181.5% | -186.1% | -18.6% |
| All | +101.1% | +377.7% | -276.5% | +64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling