+199.6%
ARM vs TECK
+43.8%
+155.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -3.5% |
| 7D | +9.1% | -0.4% | +9.6% | +9.6% |
| 30D | -19.9% | -7.1% | -12.8% | -15.5% |
| 3M | -31.6% | -5.5% | -26.2% | -28.8% |
| 6M | -13.9% | -9.7% | -4.2% | -6.7% |
| YTD | +74.3% | +26.3% | +48.1% | +52.9% |
| 1Y | +35.8% | +44.4% | -8.6% | +9.2% |
| 3Y | +268.6% | +70.1% | +198.5% | +158.1% |
| All | +199.6% | +43.8% | +155.8% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling