+389.5%
TECK vs ARMK
+134.7%
+254.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.7% |
| 7D | +4.9% | +0.3% | +4.5% | +4.7% |
| 30D | +5.2% | +2.4% | +2.8% | +3.6% |
| 3M | +13.8% | +6.1% | +7.7% | +10.2% |
| 6M | +38.5% | +41.8% | -3.3% | +16.2% |
| YTD | +47.3% | +55.5% | -8.2% | +18.0% |
| 1Y | +81.0% | +49.6% | +31.4% | +47.2% |
| 3Y | +79.9% | +122.8% | -42.9% | +18.1% |
| 5Y | +207.9% | +151.0% | +56.9% | +85.4% |
| 10Y | +389.5% | +137.9% | +251.5% | +172.2% |
| All | +389.5% | +134.7% | +254.7% | +172.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling