-19.9%
ACHR vs TEVA
+280.8%
-300.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.3% | +1.8% |
| 7D | -2.3% | +2.0% | -4.3% | -2.8% |
| 30D | -11.3% | +1.0% | -12.2% | -11.6% |
| 3M | +5.3% | +7.3% | -2.0% | +2.7% |
| 6M | -13.2% | +21.7% | -34.9% | -19.3% |
| YTD | -25.8% | +18.8% | -44.6% | -30.4% |
| 1Y | -34.3% | +86.5% | -120.8% | -46.8% |
| 3Y | -19.9% | +269.4% | -289.4% | -52.9% |
| All | -19.9% | +280.8% | -300.7% | -52.9% |
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 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