+3,170.1%
ADSK vs TECK
+2,212.2%
+958.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.4% | -2.1% |
| 7D | -14.5% | +4.9% | -19.4% | -15.5% |
| 30D | -19.3% | +5.2% | -24.5% | -20.3% |
| 3M | -7.8% | +13.8% | -21.6% | -11.2% |
| 6M | -20.8% | +38.5% | -59.3% | -27.7% |
| YTD | -30.2% | +47.3% | -77.5% | -37.7% |
| 1Y | -36.5% | +81.0% | -117.5% | -46.1% |
| 3Y | -5.7% | +79.9% | -85.6% | -22.2% |
| 5Y | -28.2% | +207.9% | -236.0% | -49.6% |
| 10Y | +209.1% | +389.5% | -180.4% | +74.6% |
| All | +3,170.1% | +2,212.2% | +958.0% | +1,296.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling