+301.8%
AMD vs TECK
+66.4%
+235.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.1% | +10.5% |
| 7D | -11.0% | -0.2% | -10.8% | -10.5% |
| 30D | -30.5% | -7.5% | -22.9% | -26.6% |
| 3M | -8.2% | -8.4% | +0.2% | -3.0% |
| 6M | +6.6% | -2.2% | +8.8% | +8.9% |
| YTD | +109.7% | +26.8% | +82.9% | +87.2% |
| 1Y | +88.9% | +46.5% | +42.4% | +56.3% |
| 3Y | +301.8% | +69.0% | +232.8% | +205.2% |
| All | +301.8% | +66.4% | +235.5% | +205.2% |
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 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