+46.5%
ADP vs TECK
+220.9%
-174.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.2% | -7.6% | -3.7% |
| 7D | -5.5% | +7.8% | -13.2% | -5.9% |
| 30D | -1.2% | +8.3% | -9.5% | -1.7% |
| 3M | +17.9% | +16.1% | +1.8% | +16.5% |
| 6M | +20.3% | +42.9% | -22.5% | +16.3% |
| YTD | +5.8% | +50.8% | -44.9% | +1.3% |
| 1Y | -7.7% | +106.1% | -113.8% | -15.1% |
| 3Y | +14.7% | +84.0% | -69.3% | +4.2% |
| All | +46.5% | +220.9% | -174.4% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling