+104.4%
TECK vs ACM
+250.2%
-145.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | +2.1% | +5.1% | -2.9% | -1.4% |
| 30D | -8.9% | +18.7% | -27.6% | -19.3% |
| 3M | -7.1% | +15.5% | -22.6% | -17.0% |
| 6M | -7.0% | +1.2% | -8.2% | -10.5% |
| YTD | +28.3% | -25.2% | +53.6% | +49.5% |
| 1Y | +40.6% | -46.3% | +86.9% | +106.8% |
| 3Y | +78.2% | -9.6% | +87.7% | +73.7% |
| 5Y | +129.5% | +4.4% | +125.1% | +99.2% |
| 10Y | +205.6% | +129.3% | +76.3% | +35.9% |
| All | +104.4% | +250.2% | -145.8% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling