+163.5%
TECK vs AVAV
+478.6%
-315.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.9% |
| 7D | -0.3% | -2.2% | +1.9% | +0.3% |
| 30D | +4.6% | -13.9% | +18.5% | +8.6% |
| 3M | +2.8% | -29.2% | +32.1% | +11.3% |
| 6M | +24.9% | -36.1% | +61.0% | +37.0% |
| YTD | +44.7% | -40.2% | +84.9% | +57.7% |
| 1Y | +112.0% | -36.2% | +148.2% | +122.3% |
| 3Y | +67.6% | +47.5% | +20.1% | +22.0% |
| 5Y | +200.3% | +39.3% | +161.1% | +104.5% |
| 10Y | +358.2% | +482.6% | -124.3% | +58.4% |
| All | +163.5% | +478.6% | -315.1% | -22.5% |
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 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