+1,159.2%
ALB vs TECK
+2,171.4%
-1,012.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.9% | -4.6% |
| 7D | -8.1% | -0.3% | -7.7% | -8.0% |
| 30D | +6.3% | +4.6% | +1.6% | +4.7% |
| 3M | -23.6% | +2.8% | -26.4% | -24.5% |
| 6M | -24.6% | +24.9% | -49.5% | -30.1% |
| YTD | -10.3% | +44.7% | -55.0% | -20.4% |
| 1Y | +61.5% | +112.0% | -50.5% | +27.0% |
| 3Y | -34.0% | +67.6% | -101.6% | -44.5% |
| 5Y | -44.6% | +200.3% | -244.9% | -61.6% |
| 10Y | +76.1% | +358.2% | -282.1% | -3.3% |
| All | +1,159.2% | +2,171.4% | -1,012.3% | +397.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling