+218.0%
TECK vs ACGL
+329.5%
-111.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.2% | -1.4% | +0.1% | -0.7% |
| 30D | -5.7% | +12.4% | -18.1% | -10.7% |
| 3M | -3.6% | +11.1% | -14.7% | -8.5% |
| 6M | -2.2% | +16.3% | -18.6% | -10.2% |
| YTD | +33.6% | +13.8% | +19.7% | +23.0% |
| 1Y | +49.0% | +20.4% | +28.6% | +33.4% |
| 3Y | +85.4% | +33.6% | +51.8% | +51.4% |
| 5Y | +138.5% | +176.8% | -38.3% | +23.3% |
| 10Y | +218.0% | +324.6% | -106.6% | +46.2% |
| All | +218.0% | +329.5% | -111.5% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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