+21.3%
ADM vs TEVA
+106.6%
-85.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | -8.3% | +4.7% | -13.0% | -7.9% |
| 30D | -14.1% | +5.5% | -19.6% | -13.6% |
| 3M | -10.7% | +21.6% | -32.3% | -9.1% |
| 6M | -5.9% | +18.4% | -24.3% | -4.0% |
| YTD | +25.8% | +34.1% | -8.3% | +30.1% |
| 1Y | +21.3% | +104.5% | -83.3% | +39.6% |
| All | +21.3% | +106.6% | -85.3% | +39.6% |
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