+337.5%
AMD vs TECK
+200.8%
+136.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 3M | -8.7% | +2.8% | -11.6% | -9.7% |
| 6M | +136.3% | +24.9% | +111.4% | +116.1% |
| YTD | +123.0% | +44.7% | +78.3% | +92.7% |
| 1Y | +195.2% | +112.0% | +83.2% | +118.7% |
| 3Y | +336.3% | +67.6% | +268.7% | +243.7% |
| All | +337.5% | +200.8% | +136.7% | +177.7% |
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 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