+112.0%
TECK vs BAM
-8.8%
+120.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -0.3% | -2.0% | +1.6% | +0.5% |
| 30D | +4.6% | -2.9% | +7.5% | +5.5% |
| 3M | +2.8% | +9.4% | -6.5% | -1.5% |
| 6M | +24.9% | +10.8% | +14.1% | +18.7% |
| YTD | +44.7% | -0.4% | +45.2% | +41.4% |
| 1Y | +112.0% | -10.9% | +122.8% | +107.4% |
| All | +112.0% | -8.8% | +120.8% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling