-43.5%
ACHR vs TECK
+199.3%
-242.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.3% | -3.4% | -4.7% |
| 7D | -2.7% | +4.9% | -7.5% | -4.6% |
| 30D | -12.1% | +5.2% | -17.3% | -14.3% |
| 3M | +3.4% | +13.8% | -10.4% | -2.6% |
| 6M | -15.6% | +38.5% | -54.1% | -26.6% |
| YTD | -26.9% | +47.3% | -74.2% | -38.4% |
| 1Y | -34.8% | +81.0% | -115.7% | -49.4% |
| 3Y | -19.2% | +79.9% | -99.1% | -38.1% |
| All | -43.5% | +199.3% | -242.8% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling