+378.5%
APP vs TECK
+251.5%
+127.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.8% | -4.2% |
| 7D | +0.1% | +7.8% | -7.7% | -2.7% |
| 30D | -10.0% | +8.3% | -18.3% | -12.8% |
| 3M | -44.6% | +16.1% | -60.7% | -48.0% |
| 6M | -37.9% | +42.9% | -80.7% | -46.9% |
| YTD | -53.7% | +50.8% | -104.5% | -60.9% |
| 1Y | -43.0% | +106.1% | -149.0% | -57.2% |
| 3Y | +640.8% | +84.0% | +556.7% | +475.0% |
| 5Y | +358.8% | +223.5% | +135.4% | +204.7% |
| All | +378.5% | +251.5% | +127.1% | +219.9% |
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 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