-20.8%
ADSK vs TECK
+44.6%
-65.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.4% | -3.0% |
| 7D | -14.5% | +4.9% | -19.4% | -13.8% |
| 30D | -19.3% | +5.2% | -24.5% | -18.5% |
| 3M | -7.8% | +13.8% | -21.6% | -4.6% |
| 6M | -20.8% | +38.5% | -59.3% | -17.2% |
| All | -20.8% | +44.6% | -65.4% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling