+50.9%
APO vs TECK
+74.1%
-23.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.2% |
| 7D | +5.8% | -0.4% | +6.2% | +5.8% |
| 30D | +8.9% | -7.1% | +16.0% | +11.0% |
| 3M | -13.6% | -5.5% | -8.2% | -12.7% |
| 6M | -5.4% | -9.7% | +4.3% | -3.9% |
| YTD | -13.6% | +26.3% | -39.9% | -22.3% |
| 1Y | -2.5% | +44.4% | -46.9% | -16.5% |
| 3Y | +50.9% | +70.1% | -19.2% | +18.2% |
| All | +50.9% | +74.1% | -23.2% | +18.2% |
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