+48.9%
APH vs TECK
+104.7%
-55.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -3.0% |
| 7D | +0.2% | +7.8% | -7.5% | -3.0% |
| 30D | -3.3% | +8.3% | -11.6% | -6.8% |
| 3M | +14.0% | +16.1% | -2.0% | +6.2% |
| 6M | +24.4% | +42.9% | -18.4% | +4.1% |
| YTD | +21.4% | +50.8% | -29.3% | +1.0% |
| 1Y | +48.9% | +106.1% | -57.1% | +13.6% |
| All | +48.9% | +104.7% | -55.8% | +13.6% |
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 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