+2,587.7%
AMAT vs TECK
+1,890.1%
+697.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.0% |
| 7D | -14.7% | -0.2% | -14.5% | -14.6% |
| 30D | -36.1% | -7.5% | -28.6% | -34.7% |
| 3M | -36.9% | -8.4% | -28.4% | -35.4% |
| 6M | -22.2% | -2.2% | -20.0% | -21.3% |
| YTD | +29.9% | +26.8% | +3.1% | +23.4% |
| 1Y | +43.3% | +46.5% | -3.3% | +31.4% |
| 3Y | +142.7% | +69.0% | +73.6% | +112.9% |
| 5Y | +126.2% | +138.8% | -12.6% | +77.9% |
| 10Y | +1,211.7% | +224.3% | +987.4% | +780.9% |
| All | +2,587.7% | +1,890.1% | +697.6% | +1,272.3% |
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