+1,665.8%
AMAT vs TECK
+373.9%
+1,291.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.2% | -0.2% | +2.4% |
| 7D | +7.0% | +7.8% | -0.8% | +4.1% |
| 30D | -12.2% | +8.3% | -20.5% | -14.9% |
| 3M | -3.8% | +16.1% | -19.9% | -8.7% |
| 6M | +45.9% | +42.9% | +3.1% | +28.7% |
| YTD | +84.6% | +50.8% | +33.9% | +59.6% |
| 1Y | +193.4% | +106.1% | +87.3% | +126.2% |
| 3Y | +228.1% | +84.0% | +144.0% | +157.0% |
| 5Y | +268.9% | +223.5% | +45.5% | +126.4% |
| 10Y | +1,665.8% | +378.1% | +1,287.7% | +744.2% |
| All | +1,665.8% | +373.9% | +1,291.9% | +744.2% |
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