+96.8%
TEVA vs AVAV
-39.1%
+135.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | -0.2% | -2.2% | +2.0% | -0.2% |
| 30D | +4.7% | -13.9% | +18.7% | +5.0% |
| 3M | +5.6% | -29.2% | +34.8% | +6.0% |
| 6M | +10.5% | -36.1% | +46.6% | +11.0% |
| YTD | +16.5% | -40.2% | +56.7% | +19.2% |
| 1Y | +96.8% | -36.2% | +133.0% | +103.6% |
| All | +96.8% | -39.1% | +135.8% | +103.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling