+130.9%
TECK vs AVAV
+351.0%
-220.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.5% | -9.5% | -2.1% |
| 7D | -0.2% | -10.6% | +10.3% | +2.6% |
| 30D | -7.5% | -18.8% | +11.3% | -2.3% |
| 3M | -8.4% | -34.1% | +25.7% | +1.8% |
| 6M | -2.2% | -35.3% | +33.1% | +6.7% |
| YTD | +26.8% | -53.4% | +80.2% | +47.2% |
| 1Y | +46.5% | -65.6% | +112.2% | +85.4% |
| 3Y | +69.0% | -5.1% | +74.1% | +41.4% |
| 5Y | +138.8% | +18.5% | +120.3% | +69.0% |
| 10Y | +224.3% | +369.8% | -145.5% | +18.1% |
| All | +130.9% | +351.0% | -220.2% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling