-44.0%
ACN vs TECK
+213.6%
-257.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.5% |
| 7D | -6.3% | +4.9% | -11.2% | -6.9% |
| 30D | -1.4% | +5.2% | -6.6% | -2.0% |
| 3M | +2.6% | +13.8% | -11.2% | +0.7% |
| 6M | -14.3% | +38.5% | -52.8% | -18.8% |
| YTD | -33.1% | +47.3% | -80.5% | -37.8% |
| 1Y | -28.8% | +81.0% | -109.8% | -36.2% |
| 3Y | -43.0% | +79.9% | -122.8% | -50.4% |
| 5Y | -44.0% | +207.9% | -251.9% | -56.5% |
| All | -44.0% | +213.6% | -257.6% | -56.5% |
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