-27.4%
AVTR vs TECK
+65.8%
-93.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -1.1% | -3.8% | +2.8% | -0.3% |
| 30D | +6.3% | +0.7% | +5.6% | +6.1% |
| 3M | +53.3% | +4.6% | +48.7% | +51.3% |
| 6M | +78.6% | +25.1% | +53.5% | +69.2% |
| YTD | +29.2% | +39.2% | -9.9% | +18.6% |
| 1Y | +13.8% | +60.3% | -46.5% | +0.4% |
| 3Y | -27.4% | +62.9% | -90.3% | -40.3% |
| All | -27.4% | +65.8% | -93.2% | -40.3% |
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