+134.6%
TECK vs ACGL
+173.3%
-38.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | -0.4% | +2.2% | -2.6% | -0.9% |
| 30D | -7.1% | +12.3% | -19.4% | -9.7% |
| 3M | -5.5% | +11.8% | -17.3% | -8.1% |
| 6M | -9.7% | +17.5% | -27.2% | -14.0% |
| YTD | +26.3% | +14.3% | +12.0% | +20.6% |
| 1Y | +44.4% | +18.2% | +26.2% | +36.3% |
| 3Y | +70.1% | +33.2% | +36.9% | +50.1% |
| All | +134.6% | +173.3% | -38.7% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling