+7,441.1%
APH vs TECK
+2,171.4%
+5,269.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.4% | -49.2% | -48.1% |
| 7D | -48.7% | -2.0% | -46.7% | -48.6% |
| 30D | -51.9% | +4.6% | -56.6% | -52.6% |
| 3M | -43.6% | +2.8% | -46.4% | -44.2% |
| 6M | -37.5% | +24.9% | -62.4% | -41.1% |
| YTD | -38.6% | +44.7% | -83.4% | -44.0% |
| 1Y | -26.3% | +112.0% | -138.3% | -38.4% |
| 3Y | +89.2% | +67.6% | +21.6% | +63.1% |
| 5Y | +119.8% | +200.3% | -80.5% | +59.8% |
| 10Y | +454.3% | +358.2% | +96.0% | +225.8% |
| All | +7,441.1% | +2,171.4% | +5,269.7% | +2,953.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling