+70.1%
TECK vs ABCL
+185.8%
-115.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | -0.4% | -3.3% | +2.8% | +0.1% |
| 30D | -7.1% | -7.1% | 0.0% | -6.3% |
| 3M | -5.5% | +4.7% | -10.2% | -7.0% |
| 6M | -9.7% | +140.9% | -150.6% | -24.8% |
| YTD | +26.3% | +236.0% | -209.7% | -1.6% |
| 1Y | +44.4% | +217.4% | -173.0% | +13.3% |
| 3Y | +70.1% | +188.7% | -118.6% | +24.7% |
| All | +70.1% | +185.8% | -115.8% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling