+1,618.5%
AMGN vs TECK
+2,265.7%
-647.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +4.2% | -14.2% | -10.5% |
| 7D | -10.3% | +7.8% | -18.0% | -10.9% |
| 30D | -3.8% | +8.3% | -12.0% | -4.5% |
| 3M | +14.4% | +16.1% | -1.7% | +12.6% |
| 6M | +7.8% | +42.9% | -35.0% | +3.9% |
| YTD | +22.6% | +50.8% | -28.2% | +17.2% |
| 1Y | +44.2% | +106.1% | -61.9% | +33.7% |
| 3Y | +65.8% | +84.0% | -18.2% | +53.3% |
| 5Y | +108.0% | +223.5% | -115.5% | +78.5% |
| 10Y | +209.9% | +378.1% | -168.2% | +141.7% |
| All | +1,618.5% | +2,265.7% | -647.3% | +1,164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling