-55.4%
APP vs TECK
+59.3%
-114.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.3% | +6.4% | +9.1% |
| 7D | +4.5% | +2.3% | +2.3% | +3.9% |
| 30D | -3.6% | -5.0% | +1.4% | -2.0% |
| 3M | -35.3% | -0.3% | -35.0% | -35.8% |
| 6M | -42.8% | +13.9% | -56.6% | -47.8% |
| YTD | -59.7% | +35.2% | -94.9% | -64.5% |
| 1Y | -55.4% | +57.5% | -112.9% | -64.3% |
| All | -55.4% | +59.3% | -114.6% | -64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling