-44.0%
ACHR vs TECK
+292.2%
-336.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | -2.3% | -3.8% | +1.6% | -0.8% |
| 30D | -11.3% | +0.7% | -12.0% | -11.8% |
| 3M | +5.3% | +4.6% | +0.7% | +3.1% |
| 6M | -13.2% | +25.1% | -38.3% | -20.3% |
| YTD | -25.8% | +39.2% | -65.0% | -34.8% |
| 1Y | -34.3% | +60.3% | -94.6% | -45.1% |
| 3Y | -19.9% | +62.9% | -82.8% | -34.5% |
| 5Y | -42.7% | +181.5% | -224.1% | -58.7% |
| All | -44.0% | +292.2% | -336.3% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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