+214.2%
ARM vs TECK
+46.2%
+168.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | +0.9% |
| 7D | +19.8% | +2.1% | +17.7% | +18.3% |
| 30D | -21.8% | -8.9% | -12.9% | -16.3% |
| 3M | -26.5% | -7.1% | -19.4% | -22.8% |
| 6M | -3.9% | -7.0% | +3.1% | +2.1% |
| YTD | +82.8% | +28.3% | +54.4% | +58.5% |
| 1Y | +34.3% | +40.6% | -6.3% | +9.7% |
| 3Y | +282.2% | +78.2% | +204.0% | +161.9% |
| All | +214.2% | +46.2% | +168.0% | +142.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling