+384.5%
ALAB vs TECK
+66.1%
+318.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +5.5% |
| 7D | +9.6% | +4.9% | +4.8% | +5.9% |
| 30D | -5.3% | +5.2% | -10.5% | -9.1% |
| 3M | -12.0% | +13.8% | -25.8% | -19.4% |
| 6M | +145.7% | +38.5% | +107.2% | +98.7% |
| YTD | +80.7% | +47.3% | +33.3% | +38.1% |
| 1Y | +40.1% | +81.0% | -40.9% | -7.0% |
| All | +384.5% | +66.1% | +318.4% | +299.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling