+500.0%
APP vs TECK
+195.7%
+304.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +8.9% | +9.6% |
| 7D | +71.2% | -0.2% | +71.5% | +70.1% |
| 30D | +39.1% | -7.5% | +46.6% | +42.0% |
| 3M | +16.5% | -8.4% | +25.0% | +18.6% |
| 6M | -16.6% | -2.2% | -14.3% | -18.2% |
| YTD | -41.9% | +26.8% | -68.8% | -48.4% |
| 1Y | -37.0% | +46.5% | -83.6% | -46.9% |
| 3Y | +892.4% | +69.0% | +823.4% | +696.3% |
| 5Y | +297.3% | +138.8% | +158.5% | +181.2% |
| All | +500.0% | +195.7% | +304.4% | +322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling