+40.1%
ALAB vs TECK
+74.0%
-33.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +5.4% |
| 7D | +9.6% | +4.9% | +4.8% | +6.0% |
| 30D | -5.3% | +5.2% | -10.5% | -8.9% |
| 3M | -12.0% | +13.8% | -25.8% | -19.7% |
| 6M | +145.7% | +38.5% | +107.2% | +102.9% |
| YTD | +80.7% | +47.3% | +33.3% | +47.1% |
| 1Y | +40.1% | +81.0% | -40.9% | +13.9% |
| All | +40.1% | +74.0% | -33.8% | +13.9% |
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