-41.5%
ACHR vs TECK
+324.9%
-366.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +0.5% |
| 7D | +4.9% | +7.8% | -2.9% | +1.8% |
| 30D | +4.3% | +8.3% | -4.0% | +0.8% |
| 3M | +1.7% | +16.1% | -14.3% | -4.3% |
| 6M | -6.9% | +42.9% | -49.7% | -18.7% |
| YTD | -22.5% | +50.8% | -73.2% | -34.0% |
| 1Y | -31.5% | +106.1% | -137.6% | -48.0% |
| 3Y | -14.4% | +84.0% | -98.4% | -32.8% |
| 5Y | -41.6% | +223.5% | -265.1% | -59.6% |
| All | -41.5% | +324.9% | -366.4% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling