+196.9%
TECK vs ARWR
+1,024.2%
-827.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -3.0% | -1.8% |
| 7D | -0.4% | -17.8% | +17.4% | +2.0% |
| 30D | -7.1% | -18.1% | +11.0% | -4.7% |
| 3M | -5.5% | -44.2% | +38.7% | +2.2% |
| 6M | -9.7% | -38.6% | +28.9% | -4.1% |
| YTD | +26.3% | -28.0% | +54.3% | +30.5% |
| 1Y | +44.4% | +16.1% | +28.2% | +38.6% |
| 3Y | +70.1% | +84.0% | -13.9% | +44.2% |
| 5Y | +125.8% | -35.4% | +161.2% | +110.3% |
| All | +196.9% | +1,024.2% | -827.3% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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