+231.2%
TECK vs ALM
+3,516.3%
-3,285.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.2% | +4.4% | -2.8% |
| 7D | +1.7% | -6.3% | +8.0% | +1.7% |
| 30D | -7.6% | -31.4% | +23.8% | -7.4% |
| 3M | -5.9% | -40.6% | +34.7% | -5.6% |
| 6M | -2.8% | -58.6% | +55.8% | -2.4% |
| YTD | +31.8% | -7.6% | +39.4% | +32.0% |
| 1Y | +49.1% | +13.8% | +35.3% | +49.1% |
| 3Y | +83.0% | +842.1% | -759.1% | +81.7% |
| 5Y | +150.6% | +407.4% | -256.8% | +148.9% |
| 10Y | +219.0% | +2,079.4% | -1,860.4% | +216.6% |
| All | +231.2% | +3,516.3% | -3,285.1% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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