+285.6%
APH vs TECK
+69.4%
+216.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +5.0% | -0.3% | +5.3% | +5.1% |
| 30D | -3.9% | +4.6% | -8.5% | -5.5% |
| 3M | +13.0% | +2.8% | +10.1% | +11.3% |
| 6M | +25.2% | +24.9% | +0.3% | +14.2% |
| YTD | +22.9% | +44.7% | -21.8% | +7.2% |
| 1Y | +47.8% | +112.0% | -64.1% | +13.9% |
| All | +285.6% | +69.4% | +216.3% | +207.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling