+180.9%
APA vs TECK
+1,995.8%
-1,814.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.1% |
| 7D | +5.1% | -1.2% | +6.3% | +5.3% |
| 30D | +0.3% | -5.7% | +6.0% | +1.7% |
| 3M | +15.6% | -3.6% | +19.3% | +15.3% |
| 6M | +28.9% | -2.2% | +31.1% | +24.9% |
| YTD | +96.6% | +33.6% | +63.0% | +62.7% |
| 1Y | +95.5% | +49.0% | +46.5% | +54.3% |
| 3Y | +41.8% | +85.4% | -43.6% | -1.0% |
| 5Y | +85.4% | +138.5% | -53.1% | +14.8% |
| 10Y | +4.5% | +218.0% | -213.4% | -43.7% |
| All | +180.9% | +1,995.8% | -1,814.8% | -4.5% |
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 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