+278.8%
AA vs TEVA
+6,895.5%
-6,616.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.5% |
| 7D | -5.4% | -0.7% | -4.6% | -5.2% |
| 30D | -10.7% | -0.4% | -10.3% | -10.6% |
| 3M | -26.2% | +8.2% | -34.4% | -27.8% |
| 6M | -20.9% | +15.3% | -36.3% | -24.4% |
| YTD | -8.6% | +16.5% | -25.1% | -13.0% |
| 1Y | +57.4% | +85.7% | -28.4% | +32.6% |
| 3Y | +77.8% | +277.9% | -200.0% | +21.6% |
| 5Y | +2.7% | +295.5% | -292.9% | -32.1% |
| 10Y | +121.2% | -24.5% | +145.7% | +88.3% |
| All | +278.8% | +6,895.5% | -6,616.7% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling