+68.8%
ALB vs TECK
+65.6%
+3.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.3% | +3.3% | +0.1% |
| 7D | -7.6% | -4.2% | -3.4% | -5.6% |
| 30D | -5.6% | -0.4% | -5.2% | -5.8% |
| 3M | -16.8% | +10.1% | -27.0% | -21.6% |
| 6M | -26.3% | +26.0% | -52.3% | -36.4% |
| YTD | -13.2% | +38.0% | -51.3% | -28.5% |
| 1Y | +68.8% | +63.8% | +5.0% | +29.0% |
| All | +68.8% | +65.6% | +3.2% | +29.0% |
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 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