+74.0%
ALB vs TECK
+377.7%
-303.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.3% | -3.7% |
| 7D | -6.6% | -3.8% | -2.8% | -5.3% |
| 30D | -8.1% | +0.7% | -8.9% | -8.6% |
| 3M | -25.7% | +4.6% | -30.3% | -27.5% |
| 6M | -29.5% | +25.1% | -54.6% | -36.1% |
| YTD | -16.2% | +39.2% | -55.4% | -27.1% |
| 1Y | +59.2% | +60.3% | -1.1% | +31.3% |
| 3Y | -33.7% | +62.9% | -96.6% | -46.6% |
| 5Y | -48.1% | +181.5% | -229.6% | -66.2% |
| All | +74.0% | +377.7% | -303.7% | -5.0% |
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