+45.1%
ADM vs TECK
+76.8%
-31.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.5% |
| 7D | +1.4% | +4.9% | -3.5% | +1.3% |
| 30D | +8.2% | +5.2% | +3.0% | +8.1% |
| 3M | +8.7% | +13.8% | -5.1% | +8.3% |
| 6M | +29.1% | +38.5% | -9.4% | +26.5% |
| YTD | +53.7% | +47.3% | +6.3% | +50.5% |
| All | +45.1% | +76.8% | -31.7% | +44.6% |
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