-10.2%
ADSK vs TECK
+59.3%
-69.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.3% | +2.8% | +7.5% |
| 7D | +11.4% | +2.3% | +9.2% | +11.6% |
| 30D | +21.9% | -5.0% | +26.9% | +21.2% |
| 3M | +13.9% | -0.3% | +14.2% | +14.0% |
| 6M | +9.1% | +13.9% | -4.7% | +11.6% |
| YTD | -8.8% | +35.2% | -44.0% | -9.5% |
| 1Y | -10.2% | +57.5% | -67.8% | -13.9% |
| All | -10.2% | +59.3% | -69.5% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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