+191.1%
APA vs TECK
+1,881.2%
-1,690.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +2.3% |
| 7D | +8.5% | -0.4% | +9.0% | +8.5% |
| 30D | +2.8% | -7.1% | +9.9% | +4.7% |
| 3M | +21.7% | -5.5% | +27.2% | +22.2% |
| 6M | +32.6% | -9.7% | +42.3% | +32.3% |
| YTD | +103.7% | +26.3% | +77.4% | +72.1% |
| 1Y | +101.8% | +44.4% | +57.4% | +61.2% |
| 3Y | +48.1% | +70.1% | -22.0% | +6.8% |
| 5Y | +91.9% | +125.8% | -33.9% | +21.2% |
| 10Y | +8.4% | +200.6% | -192.2% | -40.5% |
| All | +191.1% | +1,881.2% | -1,690.1% | +1.0% |
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