+908.2%
APO vs TECK
+373.8%
+534.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.3% | +4.0% | -0.6% |
| 7D | -4.9% | -4.2% | -0.6% | -3.8% |
| 30D | -8.4% | -0.4% | -8.1% | -8.5% |
| 3M | -2.1% | +10.1% | -12.2% | -5.3% |
| 6M | +19.2% | +26.0% | -6.7% | +9.9% |
| YTD | -10.5% | +38.0% | -48.6% | -20.4% |
| 1Y | -2.7% | +63.8% | -66.5% | -18.2% |
| 3Y | +52.5% | +68.5% | -16.0% | +23.5% |
| 5Y | +132.1% | +179.2% | -47.1% | +56.6% |
| All | +908.2% | +373.8% | +534.4% | +435.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling