+1,315.3%
AMAT vs TECK
+221.5%
+1,093.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +7.0% | +4.4% | +8.7% |
| 7D | -1.1% | +3.1% | -4.1% | -1.9% |
| 30D | -26.9% | -5.0% | -22.0% | -25.2% |
| 3M | -31.2% | -2.6% | -28.6% | -30.4% |
| 6M | -14.7% | 0.0% | -14.7% | -14.1% |
| YTD | +44.7% | +35.6% | +9.1% | +30.2% |
| 1Y | +62.0% | +58.1% | +3.9% | +37.8% |
| 3Y | +165.0% | +93.3% | +71.6% | +106.1% |
| 5Y | +147.1% | +153.7% | -6.6% | +65.0% |
| 10Y | +1,315.3% | +226.7% | +1,088.5% | +612.7% |
| All | +1,315.3% | +221.5% | +1,093.7% | +612.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling