+18.5%
ADM vs TECK
+85.2%
-66.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.6% |
| 7D | -0.1% | +7.8% | -7.8% | -1.0% |
| 30D | +11.0% | +8.3% | +2.8% | +9.9% |
| 3M | +6.0% | +16.1% | -10.1% | +3.7% |
| 6M | +26.9% | +42.9% | -15.9% | +19.8% |
| YTD | +50.0% | +50.8% | -0.7% | +39.7% |
| 1Y | +39.6% | +106.1% | -66.5% | +22.5% |
| 3Y | +18.5% | +84.0% | -65.5% | -0.5% |
| All | +18.5% | +85.2% | -66.7% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling