+112.0%
TECK vs ALC
-10.2%
+122.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.7% |
| 7D | -0.3% | -2.1% | +1.8% | -0.1% |
| 30D | +4.6% | -0.1% | +4.7% | +4.6% |
| 3M | +2.8% | +5.9% | -3.0% | +1.8% |
| 6M | +24.9% | -15.9% | +40.8% | +33.3% |
| YTD | +44.7% | -10.1% | +54.9% | +52.0% |
| 1Y | +112.0% | -10.2% | +122.2% | +122.1% |
| All | +112.0% | -10.2% | +122.1% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling