+76.9%
TECK vs ALHC
+140.1%
-63.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.3% | -0.6% | +0.2% | -0.3% |
| 30D | +4.6% | -1.0% | +5.6% | +4.6% |
| 3M | +2.8% | -10.2% | +13.0% | +3.4% |
| 6M | +24.9% | -28.3% | +53.2% | +26.5% |
| YTD | +44.7% | -31.4% | +76.2% | +46.8% |
| 1Y | +112.0% | -16.9% | +128.9% | +113.7% |
| All | +76.9% | +140.1% | -63.2% | +68.4% |
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