+96.8%
TEVA vs AVTR
+16.8%
+80.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -0.2% | +2.7% | -2.9% | -0.6% |
| 30D | +4.7% | +12.1% | -7.3% | +3.2% |
| 3M | +5.6% | +57.2% | -51.6% | +1.5% |
| 6M | +10.5% | +73.1% | -62.6% | +5.3% |
| YTD | +16.5% | +30.6% | -14.1% | +11.6% |
| 1Y | +96.8% | +13.5% | +83.3% | +83.3% |
| All | +96.8% | +16.8% | +80.0% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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