+177.4%
TECK vs ALC
+26.4%
+151.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.5% |
| 7D | +2.1% | -6.2% | +8.3% | +5.3% |
| 30D | -8.9% | +14.0% | -22.9% | -14.8% |
| 3M | -7.1% | -2.4% | -4.7% | -6.4% |
| 6M | -7.0% | +12.6% | -19.6% | -13.7% |
| YTD | +28.3% | -8.4% | +36.8% | +31.7% |
| 1Y | +40.6% | -9.1% | +49.7% | +44.7% |
| 3Y | +78.2% | -0.3% | +78.5% | +69.1% |
| 5Y | +129.5% | -9.9% | +139.5% | +125.7% |
| All | +177.4% | +26.4% | +151.1% | +96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling