+195.2%
TECK vs ACGL
+161.8%
+33.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +4.6% | -1.0% | +5.6% | +4.8% |
| 3M | +2.8% | +11.0% | -8.2% | -0.5% |
| 6M | +24.9% | -0.3% | +25.2% | +24.3% |
| YTD | +44.7% | +2.3% | +42.5% | +42.3% |
| 1Y | +112.0% | +6.4% | +105.6% | +105.3% |
| 3Y | +67.6% | +34.0% | +33.6% | +44.8% |
| All | +195.2% | +161.8% | +33.4% | +93.8% |
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 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