+6,370.3%
AMD vs TECK
+200.6%
+6,169.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.1% | +10.7% |
| 7D | -11.0% | -0.2% | -10.8% | -10.7% |
| 30D | -30.5% | -7.5% | -22.9% | -28.0% |
| 3M | -8.2% | -8.4% | +0.2% | -4.8% |
| 6M | +6.6% | -2.2% | +8.8% | +8.6% |
| YTD | +109.7% | +26.8% | +82.9% | +95.4% |
| 1Y | +88.9% | +46.5% | +42.4% | +67.4% |
| 3Y | +301.8% | +69.0% | +232.8% | +233.0% |
| 5Y | +229.4% | +138.8% | +90.6% | +131.9% |
| All | +6,370.3% | +200.6% | +6,169.7% | +3,790.5% |
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