+57.7%
AMGN vs TECK
+65.8%
-8.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.4% |
| 7D | -13.7% | -3.8% | -9.8% | -13.4% |
| 30D | -8.8% | +0.7% | -9.5% | -9.0% |
| 3M | +7.2% | +4.6% | +2.6% | +6.5% |
| 6M | +1.3% | +25.1% | -23.9% | -1.4% |
| YTD | +17.6% | +39.2% | -21.5% | +12.8% |
| 1Y | +37.2% | +60.3% | -23.2% | +29.4% |
| 3Y | +57.7% | +62.9% | -5.2% | +46.9% |
| All | +57.7% | +65.8% | -8.0% | +46.9% |
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 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