+36.3%
ALB vs TECK
+218.8%
-182.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.6% |
| 7D | +1.1% | -1.2% | +2.3% | +1.2% |
| 30D | -2.6% | -5.7% | +3.2% | -0.8% |
| 3M | -25.6% | -3.6% | -22.0% | -25.1% |
| 6M | -54.0% | -2.2% | -51.8% | -54.2% |
| YTD | -31.6% | +33.6% | -65.1% | -40.0% |
| 1Y | -6.6% | +49.0% | -55.5% | -21.6% |
| 3Y | -14.0% | +85.4% | -99.4% | -34.0% |
| 5Y | -62.5% | +138.5% | -201.0% | -74.5% |
| 10Y | +36.3% | +218.0% | -181.7% | -22.9% |
| All | +36.3% | +218.8% | -182.5% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling