+32.2%
AWK vs TECK
+74.1%
-41.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.3% |
| 7D | +0.1% | -0.4% | +0.6% | +0.1% |
| 30D | +14.3% | -7.1% | +21.4% | +13.9% |
| 3M | +10.3% | -5.5% | +15.8% | +10.1% |
| 6M | +18.9% | -9.7% | +28.6% | +18.8% |
| YTD | +17.7% | +26.3% | -8.5% | +19.6% |
| 1Y | +16.9% | +44.4% | -27.5% | +19.3% |
| 3Y | +32.2% | +70.1% | -37.9% | +31.1% |
| All | +32.2% | +74.1% | -41.9% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling