-7.7%
AAL vs TEVA
+280.8%
-288.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.7% |
| 7D | -0.9% | +2.0% | -2.9% | -1.4% |
| 30D | -12.9% | +1.0% | -13.8% | -13.1% |
| 3M | -11.2% | +7.3% | -18.5% | -13.0% |
| 6M | +17.8% | +21.7% | -3.9% | +11.4% |
| YTD | -15.1% | +18.8% | -34.0% | -19.4% |
| 1Y | +0.5% | +86.5% | -86.0% | -14.8% |
| 3Y | -7.7% | +269.4% | -277.1% | -38.4% |
| All | -7.7% | +280.8% | -288.5% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling