-35.0%
AUR vs TECK
+185.3%
-220.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.8% |
| 7D | +11.1% | +4.9% | +6.2% | +8.9% |
| 30D | -6.9% | +5.2% | -12.1% | -8.9% |
| 3M | +5.5% | +13.8% | -8.3% | -1.0% |
| 6M | +41.0% | +38.5% | +2.5% | +22.1% |
| YTD | +69.3% | +47.3% | +21.9% | +41.8% |
| 1Y | +14.0% | +81.0% | -67.0% | -12.8% |
| 3Y | +90.1% | +79.9% | +10.2% | +46.0% |
| 5Y | -34.4% | +207.9% | -242.3% | -51.5% |
| All | -35.0% | +185.3% | -220.3% | -52.0% |
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