+1,861.4%
ACN vs TECK
+2,171.4%
-310.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | +9.4% | +4.6% | +4.7% | +8.6% |
| 3M | +5.6% | +2.8% | +2.8% | +4.7% |
| 6M | -9.3% | +24.9% | -34.2% | -13.3% |
| YTD | -29.0% | +44.7% | -73.7% | -34.0% |
| 1Y | -24.7% | +112.0% | -136.6% | -34.2% |
| 3Y | -39.8% | +67.6% | -107.4% | -46.6% |
| 5Y | -40.9% | +200.3% | -241.3% | -53.4% |
| 10Y | +91.1% | +358.2% | -267.1% | +30.0% |
| All | +1,861.4% | +2,171.4% | -310.0% | +1,005.6% |
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