+84.0%
TECK vs ARMK
+125.3%
-41.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.7% | +3.5% |
| 7D | +7.8% | +1.7% | +6.1% | +6.9% |
| 30D | +8.3% | +3.1% | +5.2% | +6.3% |
| 3M | +16.1% | +9.2% | +6.8% | +10.9% |
| 6M | +42.9% | +43.7% | -0.8% | +19.2% |
| YTD | +50.8% | +57.4% | -6.6% | +20.4% |
| 1Y | +106.1% | +51.9% | +54.2% | +66.9% |
| 3Y | +84.0% | +125.4% | -41.4% | +22.9% |
| All | +84.0% | +125.3% | -41.2% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling