+974.3%
ADM vs TECK
+1,995.8%
-1,021.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.1% |
| 7D | +0.1% | -1.2% | +1.3% | +0.2% |
| 30D | -11.8% | -5.7% | -6.1% | -11.1% |
| 3M | -11.3% | -3.6% | -7.7% | -11.3% |
| 6M | -10.0% | -2.2% | -7.8% | -10.8% |
| YTD | +25.9% | +33.6% | -7.6% | +16.3% |
| 1Y | +26.7% | +49.0% | -22.3% | +14.2% |
| 3Y | +8.1% | +85.4% | -77.3% | -9.3% |
| 5Y | +23.5% | +138.5% | -115.0% | -4.4% |
| 10Y | +128.2% | +218.0% | -89.8% | +49.2% |
| All | +974.3% | +1,995.8% | -1,021.4% | +402.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling