+1,890.1%
TECK vs ACGL
+4,130.7%
-2,240.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +2.8% |
| 7D | -0.2% | +0.9% | -1.1% | -0.8% |
| 30D | -7.5% | +13.7% | -21.3% | -15.1% |
| 3M | -8.4% | +8.0% | -16.5% | -13.5% |
| 6M | -2.2% | +13.3% | -15.5% | -11.8% |
| YTD | +26.8% | +11.8% | +15.0% | +14.2% |
| 1Y | +46.5% | +22.2% | +24.3% | +24.2% |
| 3Y | +69.0% | +32.5% | +36.5% | +28.5% |
| 5Y | +138.8% | +160.2% | -21.4% | +6.8% |
| 10Y | +224.3% | +338.5% | -114.2% | -11.9% |
| All | +1,890.1% | +4,130.7% | -2,240.6% | +115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling