+3,452.6%
ALNY vs TECK
+978.5%
+2,474.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -6.5% | -3.8% | -2.7% | -5.9% |
| 30D | +11.0% | +0.7% | +10.3% | +10.8% |
| 3M | -14.1% | +4.6% | -18.7% | -15.8% |
| 6M | -22.4% | +25.1% | -47.5% | -26.9% |
| YTD | -37.5% | +39.2% | -76.6% | -42.6% |
| 1Y | -46.9% | +60.3% | -107.3% | -52.7% |
| 3Y | +22.1% | +62.9% | -40.8% | +5.5% |
| 5Y | +31.2% | +181.5% | -150.3% | -1.8% |
| 10Y | +256.3% | +362.3% | -106.0% | +113.4% |
| All | +3,452.6% | +978.5% | +2,474.1% | +1,410.0% |
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 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