+3.2%
AVTR vs TECK
+261.6%
-258.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.5% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | +12.1% | +4.6% | +7.4% | +10.8% |
| 3M | +57.2% | +2.8% | +54.4% | +55.3% |
| 6M | +73.1% | +24.9% | +48.2% | +61.9% |
| YTD | +30.6% | +44.7% | -14.1% | +16.8% |
| 1Y | +13.5% | +112.0% | -98.5% | -9.1% |
| 3Y | -31.0% | +67.6% | -98.6% | -43.2% |
| 5Y | -63.2% | +200.3% | -263.6% | -76.0% |
| All | +3.2% | +261.6% | -258.4% | -54.1% |
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