+252.0%
APLD vs TECK
+91.1%
+160.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.0% | +0.6% | +1.5% |
| 7D | +3.1% | +3.1% | 0.0% | +0.6% |
| 30D | -29.4% | -5.0% | -24.4% | -26.0% |
| 3M | -42.8% | -2.6% | -40.2% | -41.4% |
| 6M | -59.5% | 0.0% | -59.4% | -59.1% |
| YTD | -31.8% | +35.6% | -67.5% | -44.5% |
| 1Y | -46.0% | +58.1% | -104.1% | -60.8% |
| 3Y | +252.0% | +93.3% | +158.7% | +143.3% |
| All | +252.0% | +91.1% | +160.9% | +143.3% |
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