+26.1%
APD vs TECK
+207.5%
-181.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.3% | -1.9% |
| 7D | -2.5% | +7.8% | -10.2% | -3.8% |
| 30D | -1.9% | +8.3% | -10.2% | -3.3% |
| 3M | +8.2% | +16.1% | -7.8% | +5.1% |
| 6M | +10.7% | +42.9% | -32.1% | +3.0% |
| YTD | +22.9% | +50.8% | -27.8% | +12.3% |
| 1Y | +5.8% | +106.1% | -100.3% | -9.5% |
| 3Y | +7.8% | +84.0% | -76.3% | -8.6% |
| 5Y | +26.1% | +223.5% | -197.4% | -2.3% |
| All | +26.1% | +207.5% | -181.3% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling