+86.1%
ARM vs TECK
+108.8%
-22.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.6% |
| 7D | +5.5% | -0.3% | +5.8% | +5.7% |
| 30D | -8.2% | +4.6% | -12.8% | -11.5% |
| 3M | -35.9% | +2.8% | -38.8% | -37.5% |
| 6M | +103.1% | +24.9% | +78.2% | +78.6% |
| YTD | +130.6% | +44.7% | +85.9% | +88.2% |
| 1Y | +86.1% | +112.0% | -25.9% | +35.4% |
| All | +86.1% | +108.8% | -22.7% | +35.4% |
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 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