+264.6%
AMD vs TECK
+130.0%
+134.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.6% | -7.1% | -8.0% |
| 7D | +18.9% | -0.4% | +19.4% | +19.3% |
| 30D | -6.4% | -7.1% | +0.7% | -2.4% |
| 3M | +10.6% | -5.5% | +16.0% | +14.1% |
| 6M | +19.9% | -9.7% | +29.6% | +26.6% |
| YTD | +149.4% | +26.3% | +123.1% | +130.5% |
| 1Y | +115.4% | +44.4% | +71.0% | +88.6% |
| 3Y | +357.3% | +70.1% | +287.2% | +269.4% |
| All | +264.6% | +130.0% | +134.6% | +148.0% |
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