-15.7%
AWK vs TECK
+180.4%
-196.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | -0.3% |
| 7D | -0.7% | -4.2% | +3.5% | -0.7% |
| 30D | +2.8% | -0.4% | +3.1% | +2.8% |
| 3M | +11.3% | +10.1% | +1.2% | +11.3% |
| 6M | +6.7% | +26.0% | -19.3% | +6.5% |
| YTD | +9.4% | +38.0% | -28.7% | +8.8% |
| 1Y | +3.7% | +63.8% | -60.1% | +2.7% |
| 3Y | +9.2% | +68.5% | -59.3% | +7.1% |
| 5Y | -15.7% | +179.2% | -194.9% | -18.0% |
| All | -15.7% | +180.4% | -196.1% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling