+216.5%
AZN vs TECK
+377.7%
-161.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | -1.6% | -3.8% | +2.3% | -1.3% |
| 30D | +1.1% | +0.7% | +0.3% | +0.9% |
| 3M | -12.1% | +4.6% | -16.7% | -12.7% |
| 6M | -17.1% | +25.1% | -42.3% | -19.2% |
| YTD | -12.0% | +39.2% | -51.1% | -15.2% |
| 1Y | -0.2% | +60.3% | -60.6% | -5.3% |
| 3Y | +26.8% | +62.9% | -36.1% | +18.5% |
| 5Y | +56.9% | +181.5% | -124.6% | +37.7% |
| All | +216.5% | +377.7% | -161.2% | +146.3% |
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