+282.2%
APH vs TECK
+134.3%
+147.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.9% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | -14.8% | -7.5% | -7.3% | -12.8% |
| 3M | -12.4% | -8.4% | -4.0% | -10.3% |
| 6M | +8.1% | -2.2% | +10.3% | +8.2% |
| YTD | +10.9% | +26.8% | -15.9% | +3.5% |
| 1Y | +8.8% | +46.5% | -37.8% | -2.1% |
| 3Y | +262.1% | +69.0% | +193.0% | +208.4% |
| All | +282.2% | +134.3% | +147.9% | +206.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling