-45.1%
ALB vs TECK
+213.6%
-258.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.6% | -1.7% |
| 7D | -8.6% | +4.9% | -13.5% | -10.7% |
| 30D | -4.0% | +5.2% | -9.2% | -6.6% |
| 3M | -17.4% | +13.8% | -31.2% | -23.0% |
| 6M | -25.4% | +38.5% | -63.9% | -37.4% |
| YTD | -10.5% | +47.3% | -57.9% | -27.3% |
| 1Y | +75.8% | +81.0% | -5.2% | +29.2% |
| 3Y | -28.5% | +79.9% | -108.4% | -48.9% |
| 5Y | -45.1% | +207.9% | -253.0% | -69.6% |
| All | -45.1% | +213.6% | -258.7% | -69.6% |
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