+9.2%
AWK vs TECK
+75.5%
-66.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | -0.1% |
| 7D | +0.6% | +4.9% | -4.3% | +0.8% |
| 30D | +4.3% | +5.2% | -0.9% | +4.5% |
| 3M | +12.5% | +13.8% | -1.3% | +13.2% |
| 6M | +3.3% | +38.5% | -35.2% | +4.7% |
| YTD | +9.8% | +47.3% | -37.6% | +11.3% |
| 1Y | +2.9% | +81.0% | -78.1% | +4.6% |
| All | +9.2% | +75.5% | -66.3% | +8.8% |
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