+226.7%
TECK vs ACGL
+332.3%
-105.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.8% | +6.2% | +6.6% |
| 7D | +3.1% | -1.1% | +4.2% | +3.6% |
| 30D | -5.0% | +13.1% | -18.1% | -10.3% |
| 3M | -2.6% | +9.8% | -12.4% | -7.0% |
| 6M | 0.0% | +15.3% | -15.3% | -7.8% |
| YTD | +35.6% | +12.7% | +22.9% | +25.5% |
| 1Y | +58.1% | +20.7% | +37.4% | +41.3% |
| 3Y | +93.3% | +34.3% | +59.0% | +57.3% |
| 5Y | +153.7% | +170.6% | -16.9% | +32.7% |
| 10Y | +226.7% | +330.6% | -103.9% | +67.0% |
| All | +226.7% | +332.3% | -105.6% | +67.0% |
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