+201.8%
TECK vs ACGL
+322.9%
-121.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | +2.1% | -1.2% | +3.3% | +2.7% |
| 30D | -8.9% | +12.8% | -21.7% | -13.9% |
| 3M | -7.1% | +12.3% | -19.4% | -12.2% |
| 6M | -7.0% | +15.8% | -22.8% | -14.4% |
| YTD | +28.3% | +13.9% | +14.5% | +18.2% |
| 1Y | +40.6% | +19.0% | +21.5% | +26.6% |
| 3Y | +78.2% | +33.7% | +44.5% | +45.5% |
| 5Y | +129.5% | +173.4% | -43.9% | +19.5% |
| All | +201.8% | +322.9% | -121.1% | +32.8% |
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