+228.9%
ARM vs TECK
+66.4%
+162.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.1% |
| 7D | -15.2% | -0.2% | -15.0% | -15.1% |
| 30D | -40.7% | -7.5% | -33.1% | -37.3% |
| 3M | -39.1% | -8.4% | -30.7% | -35.4% |
| 6M | -26.4% | -2.2% | -24.2% | -24.1% |
| YTD | +59.7% | +26.8% | +32.9% | +39.2% |
| 1Y | +10.3% | +46.5% | -36.2% | -12.6% |
| 3Y | +228.9% | +69.0% | +159.8% | +127.8% |
| All | +228.9% | +66.4% | +162.5% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling