+195.2%
TECK vs ABCL
-41.3%
+236.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -0.3% | +0.7% | -1.1% | -0.4% |
| 30D | +4.6% | +93.1% | -88.5% | -6.2% |
| 3M | +2.8% | +79.4% | -76.6% | -7.4% |
| 6M | +24.9% | +214.9% | -190.0% | +3.2% |
| YTD | +44.7% | +234.2% | -189.5% | +17.6% |
| 1Y | +112.0% | +174.8% | -62.8% | +75.3% |
| 3Y | +67.6% | +104.5% | -36.9% | +35.3% |
| All | +195.2% | -41.3% | +236.5% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling