-64.5%
AVTR vs TECK
+213.6%
-278.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.2% | -2.0% |
| 7D | +1.6% | +4.9% | -3.3% | +0.7% |
| 30D | +8.4% | +5.2% | +3.2% | +7.4% |
| 3M | +50.2% | +13.8% | +36.4% | +46.1% |
| 6M | +82.6% | +38.5% | +44.1% | +70.8% |
| YTD | +29.8% | +47.3% | -17.5% | +19.2% |
| 1Y | +16.0% | +81.0% | -65.0% | +1.8% |
| 3Y | -26.4% | +79.9% | -106.3% | -37.2% |
| 5Y | -64.5% | +207.9% | -272.3% | -71.5% |
| All | -64.5% | +213.6% | -278.1% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling