+969.7%
AWK vs TECK
+98.5%
+871.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.7% | -0.3% | +2.1% | +1.8% |
| 30D | +5.6% | +4.6% | +1.0% | +5.3% |
| 3M | +15.9% | +2.8% | +13.0% | +15.4% |
| 6M | +4.6% | +24.9% | -20.3% | +2.8% |
| YTD | +10.1% | +44.7% | -34.7% | +7.0% |
| 1Y | +2.1% | +112.0% | -109.9% | -3.2% |
| 3Y | +9.8% | +67.6% | -57.7% | +4.5% |
| 5Y | -15.4% | +200.3% | -215.7% | -23.7% |
| 10Y | +129.4% | +358.2% | -228.8% | +89.8% |
| All | +969.7% | +98.5% | +871.1% | +777.1% |
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 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