+153.7%
TECK vs ALC
-10.7%
+164.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.3% | +6.7% | +6.9% |
| 7D | +3.1% | +2.1% | +1.0% | +2.3% |
| 30D | -5.0% | +17.2% | -22.2% | -10.8% |
| 3M | -2.6% | +4.6% | -7.2% | -4.5% |
| 6M | 0.0% | +20.1% | -20.1% | -8.1% |
| YTD | +35.6% | -4.2% | +39.8% | +36.8% |
| 1Y | +58.1% | +2.1% | +56.0% | +54.7% |
| 3Y | +93.3% | +4.5% | +88.9% | +84.3% |
| 5Y | +153.7% | -12.3% | +166.1% | +148.3% |
| All | +153.7% | -10.7% | +164.4% | +148.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling