+104.5%
TEVA vs AVAV
-68.0%
+172.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.3% | +8.2% | +0.1% |
| 7D | +4.7% | -10.1% | +14.8% | +5.0% |
| 30D | +5.5% | -18.7% | +24.2% | +6.1% |
| 3M | +21.6% | -33.0% | +54.6% | +22.8% |
| 6M | +18.4% | -37.2% | +55.6% | +19.6% |
| YTD | +34.1% | -53.2% | +87.3% | +39.3% |
| 1Y | +104.5% | -69.0% | +173.5% | +111.3% |
| All | +104.5% | -68.0% | +172.6% | +111.3% |
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 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