+33.4%
AG vs TEVA
+106.6%
-73.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.1% | +9.3% | +9.2% |
| 7D | -2.6% | +4.7% | -7.3% | -3.5% |
| 30D | -12.1% | +5.5% | -17.6% | -13.0% |
| 3M | -6.6% | +21.6% | -28.1% | -9.6% |
| 6M | -20.5% | +18.4% | -38.8% | -22.2% |
| YTD | -7.4% | +34.1% | -41.5% | -11.3% |
| 1Y | +33.4% | +104.5% | -71.2% | +38.9% |
| All | +33.4% | +106.6% | -73.2% | +38.9% |
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 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