-3.7%
APA vs TECK
+377.7%
-381.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | +4.6% | -3.8% | +8.4% | +6.4% |
| 30D | +11.9% | +0.7% | +11.2% | +10.8% |
| 3M | +22.5% | +4.6% | +17.9% | +16.6% |
| 6M | +37.5% | +25.1% | +12.4% | +13.9% |
| YTD | +87.2% | +39.2% | +48.0% | +43.2% |
| 1Y | +101.4% | +60.3% | +41.1% | +40.1% |
| 3Y | +16.9% | +62.9% | -46.0% | -25.0% |
| 5Y | +178.4% | +181.5% | -3.0% | +21.4% |
| All | -3.7% | +377.7% | -381.4% | -70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling