+1,041.3%
APH vs TECK
+373.9%
+667.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -2.2% |
| 7D | +0.2% | +7.8% | -7.5% | -1.6% |
| 30D | -3.3% | +8.3% | -11.6% | -5.3% |
| 3M | +14.0% | +16.1% | -2.0% | +9.7% |
| 6M | +24.4% | +42.9% | -18.4% | +13.4% |
| YTD | +21.4% | +50.8% | -29.3% | +9.3% |
| 1Y | +48.9% | +106.1% | -57.1% | +24.6% |
| 3Y | +290.1% | +84.0% | +206.1% | +227.2% |
| 5Y | +352.8% | +223.5% | +129.3% | +221.7% |
| 10Y | +1,041.3% | +378.1% | +663.2% | +585.5% |
| All | +1,041.3% | +373.9% | +667.4% | +585.5% |
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