+378.1%
TECK vs ACGL
+263.8%
+114.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +5.3% |
| 7D | +7.8% | -2.9% | +10.7% | +9.1% |
| 30D | +8.3% | -2.8% | +11.1% | +9.5% |
| 3M | +16.1% | +6.8% | +9.3% | +11.6% |
| 6M | +42.9% | -1.5% | +44.4% | +41.9% |
| YTD | +50.8% | -0.2% | +51.0% | +47.9% |
| 1Y | +106.1% | +5.3% | +100.8% | +96.0% |
| 3Y | +84.0% | +30.3% | +53.8% | +50.1% |
| 5Y | +223.5% | +151.8% | +71.6% | +74.5% |
| 10Y | +378.1% | +266.9% | +111.2% | +120.6% |
| All | +378.1% | +263.8% | +114.3% | +120.6% |
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