+912.8%
AZN vs TECK
+2,066.2%
-1,153.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.3% | +8.0% | +2.3% |
| 7D | -3.1% | -4.2% | +1.1% | -2.7% |
| 30D | +0.6% | -0.4% | +0.9% | +0.5% |
| 3M | -10.8% | +10.1% | -20.9% | -12.0% |
| 6M | -18.1% | +26.0% | -44.1% | -20.5% |
| YTD | -12.3% | +38.0% | -50.3% | -15.8% |
| 1Y | -0.2% | +63.8% | -64.0% | -6.0% |
| 3Y | +23.4% | +68.5% | -45.2% | +14.1% |
| 5Y | +56.4% | +179.2% | -122.8% | +34.8% |
| 10Y | +225.7% | +358.6% | -132.9% | +149.4% |
| All | +912.8% | +2,066.2% | -1,153.4% | +572.3% |
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 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