+378.1%
TECK vs AVAV
+516.1%
-138.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +3.5% |
| 7D | +7.8% | +3.2% | +4.6% | +7.0% |
| 30D | +8.3% | -20.3% | +28.6% | +13.6% |
| 3M | +16.1% | -19.4% | +35.5% | +19.9% |
| 6M | +42.9% | -35.3% | +78.1% | +53.4% |
| YTD | +50.8% | -38.5% | +89.2% | +60.6% |
| 1Y | +106.1% | -37.2% | +143.3% | +115.6% |
| 3Y | +84.0% | +31.1% | +52.9% | +50.3% |
| 5Y | +223.5% | +41.0% | +182.4% | +143.6% |
| 10Y | +378.1% | +508.8% | -130.7% | +142.5% |
| All | +378.1% | +516.1% | -138.0% | +142.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling