+131.7%
AG vs TEVA
+93.8%
+37.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +19.2% | +4.7% | +14.5% | +18.4% |
| 3M | +6.2% | +5.6% | +0.5% | +5.8% |
| 6M | -26.7% | +10.5% | -37.2% | -28.2% |
| YTD | +26.1% | +16.5% | +9.6% | +23.3% |
| 1Y | +131.7% | +96.8% | +34.9% | +133.6% |
| All | +131.7% | +93.8% | +37.8% | +133.6% |
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