+193.0%
ARM vs TECK
+54.5%
+138.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.0% | -0.3% | +2.0% |
| 7D | -5.3% | +3.1% | -8.4% | -7.1% |
| 30D | -30.0% | -5.0% | -25.1% | -27.3% |
| 3M | -34.1% | -2.6% | -31.5% | -33.0% |
| 6M | -12.6% | 0.0% | -12.6% | -11.6% |
| YTD | +70.4% | +35.6% | +34.8% | +42.3% |
| 1Y | +22.3% | +58.1% | -35.8% | -7.5% |
| 3Y | +261.2% | +93.3% | +167.9% | +136.1% |
| All | +193.0% | +54.5% | +138.5% | +117.8% |
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