+17.2%
APA vs TECK
+75.5%
-58.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.2% | +3.4% |
| 7D | +0.3% | +4.9% | -4.6% | -0.7% |
| 30D | +9.3% | +5.2% | +4.1% | +8.0% |
| 3M | +23.3% | +13.8% | +9.6% | +18.9% |
| 6M | +39.5% | +38.5% | +1.0% | +24.1% |
| YTD | +87.6% | +47.3% | +40.3% | +60.4% |
| 1Y | +114.2% | +81.0% | +33.2% | +66.4% |
| All | +17.2% | +75.5% | -58.3% | -15.1% |
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