+16,109.8%
APH vs TECK
+2,174.5%
+13,935.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +5.0% | -0.3% | +5.3% | +5.0% |
| 30D | -3.9% | +4.6% | -8.5% | -4.9% |
| 3M | +13.0% | +3.0% | +10.0% | +12.1% |
| 6M | +25.2% | +25.1% | +0.1% | +18.3% |
| YTD | +22.9% | +44.9% | -22.0% | +12.5% |
| 1Y | +47.8% | +112.3% | -64.4% | +24.0% |
| 3Y | +283.0% | +67.8% | +215.2% | +231.1% |
| 5Y | +349.7% | +200.8% | +148.9% | +227.8% |
| 10Y | +1,061.2% | +358.8% | +702.4% | +584.5% |
| All | +16,109.8% | +2,174.5% | +13,935.3% | +6,481.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling