+128.5%
AWK vs TECK
+377.7%
-249.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.6% |
| 7D | -2.1% | -3.8% | +1.7% | -2.1% |
| 30D | +2.1% | +0.7% | +1.3% | +2.0% |
| 3M | +11.4% | +4.6% | +6.8% | +11.2% |
| 6M | +3.9% | +25.1% | -21.2% | +3.2% |
| YTD | +7.7% | +39.2% | -31.5% | +6.5% |
| 1Y | +1.3% | +60.3% | -59.0% | -0.4% |
| 3Y | +7.2% | +62.9% | -55.7% | +4.6% |
| 5Y | -17.0% | +181.5% | -198.5% | -21.2% |
| All | +128.5% | +377.7% | -249.2% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling