+215.6%
TECK vs ALLY
+99.9%
+115.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.9% | +6.0% | +6.4% |
| 7D | +3.1% | -0.2% | +3.3% | +3.3% |
| 30D | -5.0% | +3.4% | -8.4% | -6.8% |
| 3M | -2.6% | -11.1% | +8.5% | +3.8% |
| 6M | 0.0% | -11.5% | +11.5% | +6.4% |
| YTD | +35.6% | -12.3% | +48.0% | +44.6% |
| 1Y | +58.1% | +1.1% | +57.0% | +55.2% |
| 3Y | +93.3% | +64.8% | +28.5% | +35.5% |
| 5Y | +153.7% | -6.9% | +160.6% | +133.1% |
| 10Y | +226.7% | +194.9% | +31.8% | +11.4% |
| All | +215.6% | +99.9% | +115.7% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling