-26.3%
APH vs TECK
+108.8%
-135.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.4% | -49.2% | -48.4% |
| 7D | -48.7% | -2.0% | -46.7% | -48.5% |
| 30D | -51.9% | +4.6% | -56.6% | -53.1% |
| 3M | -43.6% | +2.8% | -46.4% | -44.9% |
| 6M | -37.5% | +24.9% | -62.4% | -44.6% |
| YTD | -38.6% | +44.7% | -83.4% | -47.9% |
| 1Y | -26.3% | +112.0% | -138.3% | -42.4% |
| All | -26.3% | +108.8% | -135.1% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling