+333.0%
APP vs TECK
+200.8%
+132.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | -23.3% | +4.6% | -27.9% | -24.8% |
| 3M | -42.6% | +2.8% | -45.5% | -43.9% |
| 6M | -33.6% | +24.9% | -58.5% | -41.0% |
| YTD | -52.4% | +44.7% | -97.2% | -59.9% |
| 1Y | -35.9% | +112.0% | -147.9% | -54.0% |
| 3Y | +642.2% | +67.6% | +574.6% | +476.2% |
| All | +333.0% | +200.8% | +132.1% | +135.4% |
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