-25.0%
TEVA vs AVAV
+519.3%
-544.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | +2.0% | +1.4% | +0.6% | +1.7% |
| 30D | +1.0% | -24.3% | +25.3% | +5.1% |
| 3M | +7.3% | -20.1% | +27.5% | +9.7% |
| 6M | +21.7% | -29.4% | +51.1% | +25.5% |
| YTD | +18.8% | -39.3% | +58.2% | +23.3% |
| 1Y | +86.5% | -39.3% | +125.8% | +90.8% |
| 3Y | +269.4% | +29.5% | +240.0% | +207.7% |
| 5Y | +303.6% | +56.3% | +247.3% | +208.3% |
| All | -25.0% | +519.3% | -544.2% | -55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling