-55.4%
APTV vs TECK
+75.5%
-130.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.0% |
| 7D | -1.2% | +4.9% | -6.0% | -2.6% |
| 30D | -10.6% | +5.2% | -15.8% | -12.1% |
| 3M | -35.0% | +13.8% | -48.8% | -38.0% |
| 6M | -38.9% | +38.5% | -77.4% | -45.5% |
| YTD | -41.5% | +47.3% | -88.8% | -49.3% |
| 1Y | -45.8% | +81.0% | -126.8% | -56.4% |
| All | -55.4% | +75.5% | -130.9% | -64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling