+93.1%
ACN vs TECK
+377.7%
-284.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.5% | +3.2% |
| 7D | -1.5% | -3.8% | +2.3% | -1.0% |
| 30D | +2.1% | +0.7% | +1.3% | +1.8% |
| 3M | +11.1% | +4.6% | +6.5% | +9.7% |
| 6M | -6.8% | +25.1% | -32.0% | -11.5% |
| YTD | -30.0% | +39.2% | -69.2% | -35.3% |
| 1Y | -23.1% | +60.3% | -83.5% | -31.0% |
| 3Y | -40.4% | +62.9% | -103.3% | -48.1% |
| 5Y | -41.6% | +181.5% | -223.0% | -55.8% |
| All | +93.1% | +377.7% | -284.6% | +22.3% |
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