+389.5%
TECK vs ACM
+124.8%
+264.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -0.4% |
| 7D | +4.9% | -3.7% | +8.5% | +7.3% |
| 30D | +5.2% | -12.7% | +17.8% | +13.0% |
| 3M | +13.8% | -9.8% | +23.6% | +18.9% |
| 6M | +38.5% | -31.4% | +69.9% | +70.7% |
| YTD | +47.3% | -32.1% | +79.4% | +80.3% |
| 1Y | +81.0% | -47.8% | +128.8% | +161.7% |
| 3Y | +79.9% | -22.1% | +101.9% | +93.1% |
| 5Y | +207.9% | +1.8% | +206.1% | +171.2% |
| 10Y | +389.5% | +132.5% | +256.9% | +175.1% |
| All | +389.5% | +124.8% | +264.7% | +175.1% |
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