+195.1%
TECK vs ALLY
+98.1%
+97.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.9% |
| 7D | -0.2% | +0.9% | -1.2% | -0.7% |
| 30D | -7.5% | +3.1% | -10.6% | -9.2% |
| 3M | -8.4% | -12.6% | +4.1% | -1.5% |
| 6M | -2.2% | -12.4% | +10.2% | +4.7% |
| YTD | +26.8% | -13.2% | +40.0% | +35.9% |
| 1Y | +46.5% | +1.8% | +44.7% | +43.1% |
| 3Y | +69.0% | +58.0% | +11.1% | +21.4% |
| 5Y | +138.8% | -8.4% | +147.2% | +121.6% |
| 10Y | +224.3% | +195.3% | +29.1% | +9.7% |
| All | +195.1% | +98.1% | +97.0% | +28.6% |
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