-18.4%
APTV vs TECK
+377.7%
-396.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -5.0% | -3.8% | -1.2% | -4.0% |
| 30D | -6.1% | +0.7% | -6.8% | -6.6% |
| 3M | -33.0% | +4.6% | -37.6% | -35.0% |
| 6M | -35.2% | +25.1% | -60.4% | -41.5% |
| YTD | -40.1% | +39.2% | -79.3% | -48.3% |
| 1Y | -45.6% | +60.3% | -105.9% | -55.7% |
| 3Y | -54.4% | +62.9% | -117.3% | -64.6% |
| 5Y | -68.9% | +181.5% | -250.4% | -81.7% |
| All | -18.4% | +377.7% | -396.1% | -65.4% |
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 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