+193.5%
APTV vs TECK
+145.2%
+48.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.6% | +2.9% |
| 7D | +4.8% | -0.3% | +5.2% | +4.9% |
| 30D | +2.0% | +4.6% | -2.6% | +0.7% |
| 3M | -34.2% | +2.8% | -37.1% | -35.4% |
| 6M | -34.7% | +24.9% | -59.6% | -39.5% |
| YTD | -37.0% | +44.7% | -81.7% | -44.3% |
| 1Y | -40.4% | +112.0% | -152.4% | -53.0% |
| 3Y | -54.1% | +67.6% | -121.7% | -62.4% |
| 5Y | -68.0% | +200.3% | -268.4% | -78.6% |
| 10Y | -15.5% | +358.2% | -373.7% | -54.7% |
| All | +193.5% | +145.2% | +48.3% | +73.1% |
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