+196.9%
TECK vs ACM
+132.6%
+64.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.0% |
| 7D | -0.4% | +5.6% | -6.1% | -3.8% |
| 30D | -7.1% | +20.8% | -27.9% | -17.7% |
| 3M | -5.5% | +11.4% | -16.9% | -12.4% |
| 6M | -9.7% | +0.9% | -10.6% | -12.5% |
| YTD | +26.3% | -24.8% | +51.1% | +45.6% |
| 1Y | +44.4% | -46.4% | +90.8% | +109.8% |
| 3Y | +70.1% | -9.2% | +79.3% | +64.2% |
| 5Y | +125.8% | +5.0% | +120.8% | +94.4% |
| All | +196.9% | +132.6% | +64.3% | +50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling