+331.1%
AMD vs TECK
+69.4%
+261.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.5% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | -0.9% | +4.6% | -5.5% | -3.8% |
| 3M | -8.7% | +2.8% | -11.6% | -10.3% |
| 6M | +136.3% | +24.9% | +111.4% | +109.9% |
| YTD | +123.0% | +44.7% | +78.3% | +84.5% |
| 1Y | +195.2% | +112.0% | +83.2% | +100.3% |
| All | +331.1% | +69.4% | +261.7% | +216.7% |
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