+3.2%
AA vs TEVA
+300.5%
-297.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -31.6% |
| 6M | -27.0% | +21.7% | -48.7% | -32.0% |
| YTD | -8.7% | +18.8% | -27.6% | -14.6% |
| 1Y | +50.6% | +86.5% | -35.8% | +21.1% |
| 3Y | +74.1% | +269.4% | -195.4% | +1.5% |
| All | +3.2% | +300.5% | -297.4% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling