+22.1%
ALNY vs TECK
+65.8%
-43.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -6.5% | -3.8% | -2.7% | -6.2% |
| 30D | +11.0% | +0.7% | +10.3% | +10.9% |
| 3M | -14.1% | +4.6% | -18.7% | -14.7% |
| 6M | -22.4% | +25.1% | -47.5% | -25.9% |
| YTD | -37.5% | +39.2% | -76.6% | -41.6% |
| 1Y | -46.9% | +60.3% | -107.3% | -51.8% |
| 3Y | +22.1% | +62.9% | -40.8% | +5.1% |
| All | +22.1% | +65.8% | -43.7% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling