+199.0%
AMD vs TECK
+134.3%
+64.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.1% | +10.6% |
| 7D | -11.0% | -0.2% | -10.8% | -10.6% |
| 30D | -30.5% | -7.5% | -22.9% | -27.5% |
| 3M | -8.2% | -8.4% | +0.2% | -4.1% |
| 6M | +6.6% | -2.2% | +8.8% | +8.8% |
| YTD | +109.7% | +26.8% | +82.9% | +93.1% |
| 1Y | +88.9% | +46.5% | +42.4% | +64.2% |
| 3Y | +301.8% | +69.0% | +232.8% | +223.7% |
| All | +199.0% | +134.3% | +64.8% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling