+51.7%
TECK vs ADVB
-95.9%
+147.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +42.7% | -46.6% | -4.3% |
| 7D | +2.1% | +74.2% | -72.1% | +1.4% |
| 30D | -8.9% | -35.9% | +26.9% | -8.5% |
| 3M | -7.1% | -56.4% | +49.4% | -6.5% |
| 6M | -7.0% | -36.7% | +29.7% | -7.4% |
| YTD | +28.3% | -43.3% | +71.7% | +26.9% |
| 1Y | +40.6% | -63.4% | +103.9% | +41.3% |
| All | +51.7% | -95.9% | +147.6% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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