+7.2%
AVTR vs TECK
+215.4%
-208.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +0.5% | -0.4% | +0.9% | +0.5% |
| 30D | -1.0% | -7.1% | +6.1% | +0.5% |
| 3M | +12.2% | -5.5% | +17.7% | +13.2% |
| 6M | +97.5% | -9.7% | +107.2% | +100.1% |
| YTD | +35.6% | +26.3% | +9.4% | +24.7% |
| 1Y | +32.8% | +44.4% | -11.5% | +17.8% |
| 3Y | -16.5% | +70.1% | -86.6% | -31.8% |
| 5Y | -59.1% | +125.8% | -184.9% | -71.1% |
| All | +7.2% | +215.4% | -208.2% | -51.0% |
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