-62.0%
ALB vs TECK
+147.0%
-209.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.4% | -2.9% |
| 7D | +5.3% | +1.7% | +3.6% | +4.0% |
| 30D | -6.3% | -7.6% | +1.4% | -3.2% |
| 3M | -27.4% | -5.9% | -21.5% | -26.1% |
| 6M | -53.1% | -2.8% | -50.2% | -53.3% |
| YTD | -32.3% | +31.8% | -64.1% | -42.6% |
| 1Y | -7.3% | +49.1% | -56.4% | -26.3% |
| 3Y | -14.9% | +83.0% | -97.9% | -39.8% |
| 5Y | -62.0% | +150.6% | -212.6% | -78.7% |
| All | -62.0% | +147.0% | -209.1% | -78.7% |
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