+21.8%
ADM vs TEVA
+280.8%
-259.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.3% | -0.2% |
| 7D | +2.5% | +2.0% | +0.5% | +2.5% |
| 30D | +9.5% | +1.0% | +8.5% | +9.5% |
| 3M | +10.6% | +7.3% | +3.3% | +10.8% |
| 6M | +24.0% | +21.7% | +2.3% | +24.2% |
| YTD | +54.0% | +18.8% | +35.1% | +54.2% |
| 1Y | +45.3% | +86.5% | -41.2% | +46.2% |
| 3Y | +21.8% | +269.4% | -247.7% | +17.4% |
| All | +21.8% | +280.8% | -259.0% | +17.4% |
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