+285.2%
APH vs TECK
+130.0%
+155.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | +4.9% | -0.4% | +5.3% | +5.0% |
| 30D | -5.4% | -7.1% | +1.7% | -3.3% |
| 3M | -5.5% | -5.5% | 0.0% | -4.0% |
| 6M | +25.9% | -9.7% | +35.6% | +29.0% |
| YTD | +16.4% | +26.3% | -9.9% | +8.7% |
| 1Y | +16.5% | +44.4% | -27.9% | +5.1% |
| 3Y | +270.9% | +70.1% | +200.8% | +215.4% |
| All | +285.2% | +130.0% | +155.2% | +201.0% |
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