+117.0%
AA vs TEVA
-22.9%
+139.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.7% |
| 7D | -3.4% | +2.0% | -5.4% | -4.0% |
| 30D | -5.8% | +1.0% | -6.7% | -6.0% |
| 3M | -29.9% | +7.3% | -37.2% | -31.7% |
| 6M | -27.0% | +21.7% | -48.7% | -32.2% |
| YTD | -8.7% | +18.8% | -27.6% | -14.8% |
| 1Y | +50.6% | +86.5% | -35.8% | +20.9% |
| 3Y | +74.1% | +269.4% | -195.4% | +6.2% |
| 5Y | +2.6% | +303.6% | -301.0% | -41.1% |
| All | +117.0% | -22.9% | +139.9% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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