+70.1%
TECK vs ACGL
+33.8%
+36.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.6% |
| 7D | -0.4% | +2.2% | -2.6% | -0.5% |
| 30D | -7.1% | +12.3% | -19.4% | -7.2% |
| 3M | -5.5% | +11.8% | -17.3% | -5.5% |
| 6M | -9.7% | +17.5% | -27.2% | -10.3% |
| YTD | +26.3% | +14.3% | +12.0% | +25.3% |
| 1Y | +44.4% | +18.2% | +26.2% | +42.4% |
| 3Y | +70.1% | +33.2% | +36.9% | +80.8% |
| All | +70.1% | +33.8% | +36.3% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling