+299.2%
TEVA vs AVTR
-64.6%
+363.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +2.0% | -1.1% | +3.1% | +2.2% |
| 30D | +1.0% | +6.3% | -5.4% | -0.3% |
| 3M | +7.3% | +53.3% | -46.0% | -1.0% |
| 6M | +21.7% | +78.6% | -56.9% | +8.9% |
| YTD | +18.8% | +29.2% | -10.4% | +12.1% |
| 1Y | +86.5% | +13.8% | +72.6% | +76.9% |
| 3Y | +269.4% | -27.4% | +296.9% | +270.6% |
| All | +299.2% | -64.6% | +363.8% | +361.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling