+226.7%
TECK vs AVAV
+423.1%
-196.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +12.6% | -5.6% | +4.1% |
| 7D | +3.1% | +3.2% | -0.1% | +2.0% |
| 30D | -5.0% | -7.4% | +2.4% | -3.7% |
| 3M | -2.6% | -32.0% | +29.4% | +5.2% |
| 6M | 0.0% | -24.6% | +24.5% | +3.5% |
| YTD | +35.6% | -47.5% | +83.2% | +48.6% |
| 1Y | +58.1% | -61.5% | +119.6% | +85.4% |
| 3Y | +93.3% | +5.5% | +87.9% | +65.5% |
| 5Y | +153.7% | +35.7% | +118.0% | +90.5% |
| 10Y | +226.7% | +379.1% | -152.4% | +81.3% |
| All | +226.7% | +423.1% | -196.4% | +81.3% |
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