+116.0%
TECK vs ACM
+250.7%
-134.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.2% | +1.8% | +3.2% |
| 7D | +3.1% | +6.9% | -3.8% | -1.5% |
| 30D | -5.0% | +19.1% | -24.0% | -16.0% |
| 3M | -2.6% | -6.9% | +4.4% | +0.7% |
| 6M | 0.0% | -12.0% | +12.0% | +5.5% |
| YTD | +35.6% | -25.1% | +60.8% | +57.9% |
| 1Y | +58.1% | -45.4% | +103.5% | +129.8% |
| 3Y | +93.3% | -6.9% | +100.2% | +84.4% |
| 5Y | +153.7% | +3.7% | +150.0% | +121.3% |
| 10Y | +226.7% | +135.8% | +91.0% | +42.2% |
| All | +116.0% | +250.7% | -134.7% | -29.9% |
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