+215.4%
ADSK vs TECK
+377.7%
-162.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -2.5% | -3.8% | +1.3% | -1.8% |
| 30D | -14.9% | +0.7% | -15.6% | -15.2% |
| 3M | +3.3% | +4.6% | -1.3% | +1.4% |
| 6M | -15.7% | +25.1% | -40.8% | -21.5% |
| YTD | -28.2% | +39.2% | -67.4% | -35.6% |
| 1Y | -34.5% | +60.3% | -94.9% | -43.6% |
| 3Y | -2.9% | +62.9% | -65.8% | -19.4% |
| 5Y | -25.3% | +181.5% | -206.8% | -48.7% |
| All | +215.4% | +377.7% | -162.3% | +67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling