+21.3%
ADM vs TECK
+59.3%
-38.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -3.9% | +0.3% |
| 7D | -8.3% | +2.3% | -10.5% | -8.3% |
| 30D | -14.1% | -5.0% | -9.1% | -14.0% |
| 3M | -10.7% | -0.3% | -10.4% | -10.9% |
| 6M | -5.9% | +13.9% | -19.8% | -6.3% |
| YTD | +25.8% | +35.2% | -9.4% | +23.1% |
| 1Y | +21.3% | +57.5% | -36.3% | +22.1% |
| All | +21.3% | +59.3% | -38.0% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling