+112.0%
TECK vs ACM
-45.8%
+157.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -0.3% | -3.7% | +3.4% | +0.2% |
| 30D | +4.6% | -11.1% | +15.7% | +6.6% |
| 3M | +2.8% | -8.0% | +10.8% | +4.1% |
| 6M | +24.9% | -29.7% | +54.6% | +33.2% |
| YTD | +44.7% | -29.4% | +74.1% | +54.5% |
| 1Y | +112.0% | -46.4% | +158.4% | +141.2% |
| All | +112.0% | -45.8% | +157.8% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling