+61.0%
TEVA vs AVAV
+370.1%
-309.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.7% | +2.3% |
| 7D | +4.4% | +4.2% | +0.2% | +3.7% |
| 30D | +9.3% | -2.6% | +11.8% | +9.2% |
| 3M | +21.9% | -38.0% | +59.8% | +29.3% |
| 6M | +22.8% | -27.0% | +49.8% | +25.6% |
| YTD | +42.6% | -51.4% | +94.0% | +51.4% |
| 1Y | +74.2% | -60.2% | +134.5% | +89.9% |
| 3Y | +404.5% | -6.7% | +411.2% | +359.7% |
| 5Y | +367.9% | +28.3% | +339.6% | +290.7% |
| 10Y | +14.2% | +320.5% | -306.3% | -21.2% |
| All | +61.0% | +370.1% | -309.0% | +5.5% |
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