+84.0%
TECK vs ACM
-19.8%
+103.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.4% |
| 7D | +7.8% | -0.3% | +8.0% | +7.9% |
| 30D | +8.3% | -12.9% | +21.2% | +13.7% |
| 3M | +16.1% | -6.4% | +22.4% | +17.8% |
| 6M | +42.9% | -29.2% | +72.1% | +63.6% |
| YTD | +50.8% | -29.9% | +80.7% | +71.7% |
| 1Y | +106.1% | -47.3% | +153.3% | +171.8% |
| 3Y | +84.0% | -19.6% | +103.7% | +83.2% |
| All | +84.0% | -19.8% | +103.8% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling