+456.1%
AU vs TECK
+2,066.2%
-1,610.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.3% | +2.0% | -2.4% |
| 7D | -7.0% | -4.2% | -2.7% | -5.8% |
| 30D | +7.3% | -0.4% | +7.6% | +7.5% |
| 3M | +33.2% | +10.1% | +23.1% | +29.6% |
| 6M | -0.6% | +26.0% | -26.6% | -6.4% |
| YTD | +26.2% | +38.0% | -11.9% | +15.7% |
| 1Y | +68.3% | +63.8% | +4.5% | +47.0% |
| 3Y | +592.1% | +68.5% | +523.6% | +485.6% |
| 5Y | +685.3% | +179.2% | +506.1% | +455.8% |
| 10Y | +682.5% | +358.6% | +324.0% | +294.4% |
| All | +456.1% | +2,066.2% | -1,610.1% | +89.7% |
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