+153.3%
AMAT vs TECK
+74.1%
+79.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -1.8% |
| 7D | +11.4% | -0.4% | +11.8% | +11.9% |
| 30D | -17.0% | -7.1% | -9.9% | -13.1% |
| 3M | -30.6% | -5.5% | -25.1% | -28.3% |
| 6M | -14.9% | -9.7% | -5.2% | -10.0% |
| YTD | +44.7% | +26.3% | +18.4% | +29.3% |
| 1Y | +66.9% | +44.4% | +22.5% | +39.6% |
| 3Y | +153.3% | +70.1% | +83.2% | +104.8% |
| All | +153.3% | +74.1% | +79.2% | +104.8% |
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