+365.7%
ALAB vs TECK
+69.9%
+295.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.2% | -11.1% | -9.7% |
| 7D | +3.2% | +7.8% | -4.6% | -2.0% |
| 30D | -13.6% | +8.3% | -21.8% | -18.5% |
| 3M | -16.6% | +16.1% | -32.7% | -24.5% |
| 6M | +142.3% | +42.9% | +99.5% | +92.3% |
| YTD | +73.6% | +50.8% | +22.9% | +30.9% |
| 1Y | +33.7% | +106.1% | -72.4% | -19.3% |
| All | +365.7% | +69.9% | +295.7% | +278.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling