-16.5%
AVTR vs TECK
+74.1%
-90.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +0.5% | -0.4% | +0.9% | +0.5% |
| 30D | -1.0% | -7.1% | +6.1% | +0.2% |
| 3M | +12.2% | -5.5% | +17.7% | +13.0% |
| 6M | +97.5% | -9.7% | +107.2% | +99.6% |
| YTD | +35.6% | +26.3% | +9.4% | +26.6% |
| 1Y | +32.8% | +44.4% | -11.5% | +20.1% |
| 3Y | -16.5% | +70.1% | -86.6% | -30.6% |
| All | -16.5% | +74.1% | -90.6% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling