+1,198.9%
APD vs TECK
+2,171.4%
-972.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | +2.1% | +4.6% | -2.5% | +1.1% |
| 3M | +7.2% | +2.8% | +4.3% | +6.0% |
| 6M | +11.2% | +24.9% | -13.6% | +5.2% |
| YTD | +24.4% | +44.7% | -20.4% | +13.7% |
| 1Y | +6.7% | +112.0% | -105.3% | -10.1% |
| 3Y | +9.2% | +67.6% | -58.3% | -5.8% |
| 5Y | +27.4% | +200.3% | -173.0% | -6.0% |
| 10Y | +164.8% | +358.2% | -193.4% | +59.8% |
| All | +1,198.9% | +2,171.4% | -972.5% | +516.1% |
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 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