+1,991.2%
ADP vs TECK
+2,028.7%
-37.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.0% | -7.4% | -1.2% |
| 7D | +1.1% | +3.1% | -2.0% | +0.7% |
| 30D | +11.5% | -5.0% | +16.5% | +11.9% |
| 3M | +12.0% | -2.6% | +14.6% | +11.9% |
| 6M | +43.8% | 0.0% | +43.8% | +42.4% |
| YTD | +20.1% | +35.6% | -15.6% | +13.6% |
| 1Y | +22.3% | +58.1% | -35.8% | +13.4% |
| 3Y | +43.3% | +93.3% | -50.1% | +26.9% |
| 5Y | +47.3% | +153.7% | -106.4% | +23.1% |
| 10Y | +313.7% | +226.7% | +87.0% | +210.7% |
| All | +1,991.2% | +2,028.7% | -37.4% | +1,344.3% |
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