+65.2%
ALAB vs TECK
+108.8%
-43.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.4% | +9.3% | +9.5% |
| 7D | +7.2% | -0.3% | +7.6% | +7.5% |
| 30D | -2.5% | +4.6% | -7.1% | -5.5% |
| 3M | -13.3% | +2.8% | -16.2% | -15.8% |
| 6M | +172.8% | +24.9% | +147.9% | +138.5% |
| YTD | +86.6% | +44.7% | +41.8% | +56.5% |
| 1Y | +65.2% | +112.0% | -46.8% | +38.9% |
| All | +65.2% | +108.8% | -43.6% | +38.9% |
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 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