+13.4%
AUR vs TECK
+108.8%
-95.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +8.7% | -0.3% | +9.1% | +9.0% |
| 30D | -5.2% | +4.6% | -9.8% | -7.2% |
| 3M | -7.3% | +2.8% | -10.2% | -8.9% |
| 6M | +41.2% | +24.9% | +16.3% | +27.0% |
| YTD | +65.1% | +44.7% | +20.4% | +41.6% |
| 1Y | +13.4% | +112.0% | -98.6% | -2.1% |
| All | +13.4% | +108.8% | -95.4% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling