+264.5%
TECK vs ARMK
+350.8%
-86.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | -0.3% | -2.4% | +2.1% | +0.8% |
| 30D | +4.6% | 0.0% | +4.6% | +4.2% |
| 3M | +2.8% | +6.7% | -3.8% | -0.8% |
| 6M | +24.9% | +38.8% | -13.9% | +5.8% |
| YTD | +44.7% | +55.2% | -10.4% | +15.8% |
| 1Y | +112.0% | +46.6% | +65.4% | +73.8% |
| 3Y | +67.6% | +112.9% | -45.3% | +12.2% |
| 5Y | +200.3% | +144.0% | +56.4% | +82.8% |
| 10Y | +358.2% | +132.4% | +225.8% | +153.0% |
| All | +264.5% | +350.8% | -86.3% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling