+112.0%
TECK vs ARMK
+47.4%
+64.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | -0.3% | -2.4% | +2.1% | +0.6% |
| 30D | +4.6% | 0.0% | +4.6% | +4.3% |
| 3M | +2.8% | +6.7% | -3.8% | -0.5% |
| 6M | +24.9% | +38.8% | -13.9% | +6.0% |
| YTD | +44.7% | +55.2% | -10.4% | +19.3% |
| 1Y | +112.0% | +46.6% | +65.4% | +78.0% |
| All | +112.0% | +47.4% | +64.6% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling