+195.2%
TECK vs ALLY
+1.6%
+193.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -0.3% | +3.7% | -4.0% | -1.9% |
| 30D | +4.6% | -2.3% | +6.9% | +5.6% |
| 3M | +2.8% | +3.8% | -1.0% | +0.9% |
| 6M | +24.9% | +9.7% | +15.2% | +19.6% |
| YTD | +44.7% | -1.4% | +46.2% | +44.8% |
| 1Y | +112.0% | +8.2% | +103.7% | +102.6% |
| 3Y | +67.6% | +66.5% | +1.1% | +31.0% |
| All | +195.2% | +1.6% | +193.6% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 5y: compounded portfolio wealth divided by compounded ALLY 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…
5y analysis · Full analysis span regression · 6 months rolling