+355.9%
APH vs TECK
+200.8%
+155.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +5.0% | -0.3% | +5.3% | +5.0% |
| 30D | -3.9% | +4.6% | -8.5% | -5.1% |
| 3M | +13.0% | +2.8% | +10.1% | +11.7% |
| 6M | +25.2% | +24.9% | +0.3% | +16.9% |
| YTD | +22.9% | +44.7% | -21.8% | +10.9% |
| 1Y | +47.8% | +112.0% | -64.1% | +21.5% |
| 3Y | +283.0% | +67.6% | +215.4% | +223.9% |
| All | +355.9% | +200.8% | +155.1% | +249.1% |
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