+7,309.9%
AKAM vs TECK
+2,171.4%
+5,138.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -2.1% | -0.3% | -1.7% | -2.0% |
| 30D | -13.9% | +4.6% | -18.6% | -14.9% |
| 3M | -33.8% | +2.8% | -36.7% | -34.5% |
| 6M | +2.2% | +24.9% | -22.7% | -3.1% |
| YTD | +20.6% | +44.7% | -24.1% | +10.3% |
| 1Y | +36.3% | +112.0% | -75.7% | +14.2% |
| 3Y | -0.1% | +67.6% | -67.7% | -14.1% |
| 5Y | -7.5% | +200.3% | -207.9% | -33.1% |
| 10Y | +90.2% | +358.2% | -268.0% | +7.5% |
| All | +7,309.9% | +2,171.4% | +5,138.5% | +2,796.9% |
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