+955.2%
APH vs TECK
+211.9%
+743.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.2% |
| 7D | -5.0% | +1.7% | -6.7% | -5.4% |
| 30D | -8.4% | -7.6% | -0.7% | -6.4% |
| 3M | -4.5% | -5.9% | +1.4% | -3.1% |
| 6M | +25.3% | -2.8% | +28.1% | +25.8% |
| YTD | +18.9% | +31.8% | -12.9% | +10.5% |
| 1Y | +11.9% | +49.1% | -37.2% | +1.0% |
| 3Y | +278.0% | +83.0% | +194.9% | +218.6% |
| 5Y | +306.4% | +150.6% | +155.8% | +205.6% |
| 10Y | +955.2% | +219.0% | +736.2% | +548.6% |
| All | +955.2% | +211.9% | +743.2% | +548.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling