+1,963.5%
ADM vs TEVA
+6,895.5%
-4,932.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | +3.0% | -0.7% | +3.7% | +3.1% |
| 30D | +8.7% | -0.4% | +9.1% | +8.7% |
| 3M | +7.6% | +8.2% | -0.6% | +6.2% |
| 6M | +26.9% | +15.3% | +11.6% | +23.9% |
| YTD | +54.3% | +16.5% | +37.8% | +50.4% |
| 1Y | +45.7% | +85.7% | -40.1% | +32.7% |
| 3Y | +21.9% | +277.9% | -255.9% | -2.0% |
| 5Y | +67.2% | +295.5% | -228.4% | +30.5% |
| 10Y | +177.7% | -24.5% | +202.2% | +150.0% |
| All | +1,963.5% | +6,895.5% | -4,932.0% | +1,122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling