+24.5%
ALAB vs TECK
+59.3%
-34.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.7% | -7.4% |
| 7D | -24.9% | +2.3% | -27.1% | -26.2% |
| 30D | -38.4% | -5.0% | -33.4% | -36.2% |
| 3M | -38.3% | -0.3% | -38.0% | -38.9% |
| 6M | +10.9% | +13.9% | -2.9% | +2.3% |
| YTD | +34.2% | +35.2% | -1.0% | +13.8% |
| 1Y | +24.5% | +57.5% | -33.0% | -8.3% |
| All | +24.5% | +59.3% | -34.8% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling