+651.5%
ADI vs TECK
+377.7%
+273.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.0% | +4.6% |
| 7D | +4.6% | -3.8% | +8.4% | +5.7% |
| 30D | -1.2% | +0.7% | -1.9% | -1.6% |
| 3M | -7.8% | +4.6% | -12.4% | -9.4% |
| 6M | +19.3% | +25.1% | -5.8% | +11.0% |
| YTD | +40.9% | +39.2% | +1.7% | +26.3% |
| 1Y | +54.5% | +60.3% | -5.8% | +32.4% |
| 3Y | +123.4% | +62.9% | +60.5% | +85.6% |
| 5Y | +142.3% | +181.5% | -39.2% | +64.5% |
| All | +651.5% | +377.7% | +273.8% | +300.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling