+31.6%
TEVA vs AVAV
+478.6%
-447.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -0.2% | -2.2% | +2.0% | +0.1% |
| 30D | +4.7% | -13.9% | +18.7% | +6.7% |
| 3M | +5.6% | -29.2% | +34.8% | +9.5% |
| 6M | +10.5% | -36.1% | +46.6% | +15.2% |
| YTD | +16.5% | -40.2% | +56.7% | +20.8% |
| 1Y | +96.8% | -36.2% | +133.0% | +99.8% |
| 3Y | +269.5% | +47.5% | +222.0% | +214.3% |
| 5Y | +283.5% | +39.3% | +244.3% | +218.7% |
| 10Y | -25.9% | +482.6% | -508.5% | -50.8% |
| All | +31.6% | +478.6% | -447.0% | -15.8% |
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