+179.2%
TECK vs ALC
-19.4%
+198.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.7% | -3.6% | -5.2% |
| 7D | -4.2% | -7.7% | +3.4% | -1.2% |
| 30D | -0.4% | -11.7% | +11.3% | +4.5% |
| 3M | +10.1% | +0.7% | +9.5% | +9.1% |
| 6M | +26.0% | -17.1% | +43.1% | +34.8% |
| YTD | +38.0% | -15.1% | +53.2% | +46.1% |
| 1Y | +63.8% | -14.1% | +77.9% | +71.9% |
| 3Y | +68.5% | -18.2% | +86.7% | +78.6% |
| 5Y | +179.2% | -19.2% | +198.3% | +190.1% |
| All | +179.2% | -19.4% | +198.6% | +190.1% |
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 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