+193.1%
APD vs TECK
+198.5%
-5.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +3.8% | -0.4% | +4.3% | +3.9% |
| 30D | +8.2% | -7.1% | +15.3% | +9.4% |
| 3M | +4.3% | -5.5% | +9.8% | +4.9% |
| 6M | +4.7% | -9.7% | +14.4% | +5.6% |
| YTD | +31.5% | +26.3% | +5.3% | +23.2% |
| 1Y | +23.5% | +44.4% | -20.8% | +12.7% |
| 3Y | +29.1% | +70.1% | -41.0% | +11.0% |
| 5Y | +15.9% | +125.8% | -109.9% | -8.9% |
| All | +193.1% | +198.5% | -5.4% | +91.6% |
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