+1,890.1%
TECK vs ALK
+700.0%
+1,190.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.2% | +9.0% | -9.3% | -3.0% |
| 30D | -7.5% | -1.6% | -5.9% | -7.2% |
| 3M | -8.4% | -23.2% | +14.7% | -1.0% |
| 6M | -2.2% | -3.9% | +1.6% | -2.3% |
| YTD | +26.8% | -22.6% | +49.4% | +34.8% |
| 1Y | +46.5% | -5.3% | +51.8% | +45.6% |
| 3Y | +69.0% | +18.6% | +50.4% | +50.5% |
| 5Y | +138.8% | -34.4% | +173.2% | +150.3% |
| 10Y | +224.3% | -40.8% | +265.1% | +226.0% |
| All | +1,890.1% | +700.0% | +1,190.1% | +985.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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