+2.1%
AAL vs TEVA
+93.8%
-91.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -20.8% | +4.7% | -25.5% | -21.9% |
| 3M | -1.3% | +5.6% | -6.9% | -2.7% |
| 6M | +5.4% | +10.5% | -5.1% | +1.4% |
| YTD | -14.4% | +16.5% | -30.9% | -19.0% |
| 1Y | +2.1% | +96.8% | -94.7% | -15.9% |
| All | +2.1% | +93.8% | -91.7% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling