+1,214.3%
APD vs TECK
+1,890.1%
-675.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -3.7% | -0.2% | -3.4% | -3.7% |
| 30D | +9.6% | -7.5% | +17.1% | +11.0% |
| 3M | +1.6% | -8.4% | +10.1% | +2.9% |
| 6M | +2.2% | -2.2% | +4.4% | +1.5% |
| YTD | +25.9% | +26.8% | -1.0% | +17.6% |
| 1Y | +20.1% | +46.5% | -26.4% | +8.9% |
| 3Y | +12.4% | +69.0% | -56.6% | -3.4% |
| 5Y | +11.1% | +138.8% | -127.6% | -14.2% |
| 10Y | +190.1% | +224.3% | -34.2% | +87.8% |
| All | +1,214.3% | +1,890.1% | -675.8% | +537.3% |
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 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