+292.6%
APP vs TECK
+134.3%
+158.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +8.9% | +9.5% |
| 7D | +71.2% | -0.2% | +71.5% | +70.0% |
| 30D | +39.1% | -7.5% | +46.6% | +42.2% |
| 3M | +16.5% | -8.4% | +25.0% | +18.8% |
| 6M | -16.6% | -2.2% | -14.3% | -18.4% |
| YTD | -41.9% | +26.8% | -68.8% | -49.2% |
| 1Y | -37.0% | +46.5% | -83.6% | -48.1% |
| 3Y | +892.4% | +69.0% | +823.4% | +672.1% |
| All | +292.6% | +134.3% | +158.4% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling