-41.9%
ACN vs TECK
+85.2%
-127.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.2% | -8.3% | -4.4% |
| 7D | -4.8% | +7.8% | -12.6% | -5.3% |
| 30D | +1.9% | +8.3% | -6.4% | +1.3% |
| 3M | +3.9% | +16.1% | -12.2% | +2.8% |
| 6M | -15.0% | +42.9% | -57.9% | -18.1% |
| YTD | -31.9% | +50.8% | -82.7% | -35.5% |
| 1Y | -28.5% | +106.1% | -134.6% | -35.8% |
| 3Y | -41.9% | +84.0% | -125.9% | -48.4% |
| All | -41.9% | +85.2% | -127.1% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling