+49.3%
TECK vs ADVB
-96.8%
+146.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -23.6% | +21.9% | -1.4% |
| 7D | -0.4% | +27.8% | -28.2% | -0.8% |
| 30D | -7.1% | -50.8% | +43.7% | -6.5% |
| 3M | -5.5% | -70.5% | +65.0% | -4.4% |
| 6M | -9.7% | -46.7% | +37.0% | -10.1% |
| YTD | +26.3% | -56.7% | +82.9% | +25.1% |
| 1Y | +44.4% | -71.8% | +116.1% | +45.4% |
| All | +49.3% | -96.8% | +146.1% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling