+93.3%
TECK vs ALHC
+16.3%
+77.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.0% | +7.9% | +7.0% |
| 7D | +3.1% | +3.9% | -0.8% | +3.0% |
| 30D | -5.0% | -3.6% | -1.3% | -4.8% |
| 3M | -2.6% | -49.4% | +46.8% | +0.1% |
| 6M | 0.0% | -59.5% | +59.4% | +3.8% |
| YTD | +35.6% | -63.2% | +98.8% | +41.0% |
| 1Y | +58.1% | -55.5% | +113.6% | +63.5% |
| 3Y | +93.3% | +23.0% | +70.3% | +115.1% |
| All | +93.3% | +16.3% | +77.0% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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