+218.5%
TECK vs ALC
+20.4%
+198.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.8% |
| 7D | +4.9% | -5.3% | +10.1% | +7.6% |
| 30D | +5.2% | -7.1% | +12.3% | +8.9% |
| 3M | +13.8% | +0.8% | +13.0% | +12.4% |
| 6M | +38.5% | -16.0% | +54.5% | +49.1% |
| YTD | +47.3% | -12.7% | +60.1% | +55.3% |
| 1Y | +81.0% | -12.8% | +93.8% | +90.0% |
| 3Y | +79.9% | -15.8% | +95.7% | +88.2% |
| 5Y | +207.9% | -16.7% | +224.5% | +215.8% |
| All | +218.5% | +20.4% | +198.1% | +131.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling