+57.5%
TECK vs AVAV
-68.0%
+125.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -8.3% | +12.6% | +5.7% |
| 7D | +2.3% | -10.1% | +12.4% | +4.0% |
| 30D | -5.0% | -18.7% | +13.7% | -1.7% |
| 3M | -0.3% | -33.0% | +32.7% | +6.3% |
| 6M | +13.9% | -37.2% | +51.0% | +21.5% |
| YTD | +35.2% | -53.2% | +88.4% | +47.4% |
| 1Y | +57.5% | -69.0% | +126.5% | +95.7% |
| All | +57.5% | -68.0% | +125.6% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 1y: compounded portfolio wealth divided by compounded AVAV 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…
1y analysis · Full analysis span regression · 6 months rolling