+176.6%
ADM vs TECK
+372.8%
-196.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.9% |
| 7D | +1.4% | +4.9% | -3.5% | +0.4% |
| 30D | +8.2% | +5.2% | +3.0% | +7.0% |
| 3M | +8.7% | +13.8% | -5.1% | +5.4% |
| 6M | +29.1% | +38.5% | -9.4% | +19.5% |
| YTD | +53.7% | +47.3% | +6.3% | +39.8% |
| 1Y | +43.2% | +81.0% | -37.8% | +24.3% |
| 3Y | +21.4% | +79.9% | -58.5% | +2.3% |
| 5Y | +67.1% | +207.9% | -140.8% | +22.1% |
| 10Y | +176.6% | +389.5% | -212.9% | +65.1% |
| All | +176.6% | +372.8% | -196.3% | +65.1% |
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 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