+76.9%
TECK vs AVAV
+24.2%
+52.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | -0.3% | -2.2% | +1.9% | 0.0% |
| 30D | +4.6% | -13.9% | +18.5% | +6.9% |
| 3M | +2.8% | -29.2% | +32.1% | +7.7% |
| 6M | +24.9% | -36.1% | +61.0% | +31.8% |
| YTD | +44.7% | -40.2% | +84.9% | +52.5% |
| 1Y | +112.0% | -36.2% | +148.2% | +119.5% |
| All | +76.9% | +24.2% | +52.7% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling