+329.8%
TECK vs ABCL
-81.2%
+411.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +7.8% | +1.4% | +6.3% | +7.6% |
| 30D | +8.3% | +65.1% | -56.8% | 0.0% |
| 3M | +16.1% | +111.1% | -95.0% | +2.8% |
| 6M | +42.9% | +231.6% | -188.7% | +18.7% |
| YTD | +50.8% | +234.5% | -183.7% | +24.1% |
| 1Y | +106.1% | +174.3% | -68.3% | +72.6% |
| 3Y | +84.0% | +111.5% | -27.4% | +50.7% |
| 5Y | +223.5% | -37.3% | +260.7% | +189.0% |
| All | +329.8% | -81.2% | +411.1% | +313.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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