-77.5%
APTV vs TECK
+130.0%
-207.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.3% |
| 7D | -1.7% | -0.4% | -1.3% | -1.7% |
| 30D | -11.6% | -7.1% | -4.5% | -9.8% |
| 3M | -21.2% | -5.5% | -15.7% | -20.4% |
| 6M | -28.5% | -9.7% | -18.8% | -27.5% |
| YTD | -49.1% | +26.3% | -75.3% | -54.0% |
| 1Y | -52.2% | +44.4% | -96.6% | -58.7% |
| 3Y | -48.6% | +70.1% | -118.7% | -59.4% |
| All | -77.5% | +130.0% | -207.5% | -84.8% |
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