+126.6%
ADM vs TECK
+198.5%
-71.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.4% | +3.0% |
| 7D | +4.2% | -0.4% | +4.6% | +4.2% |
| 30D | -12.8% | -7.1% | -5.7% | -11.9% |
| 3M | -8.5% | -5.5% | -3.0% | -8.1% |
| 6M | -10.9% | -9.7% | -1.2% | -10.4% |
| YTD | +29.4% | +26.3% | +3.2% | +20.5% |
| 1Y | +27.5% | +44.4% | -16.8% | +15.3% |
| 3Y | +10.3% | +70.1% | -59.7% | -6.8% |
| 5Y | +27.4% | +125.8% | -98.4% | -2.0% |
| All | +126.6% | +198.5% | -71.8% | +39.5% |
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