+56.2%
AG vs TEVA
+300.5%
-244.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -5.0% | -3.4% |
| 7D | -6.7% | +2.0% | -8.7% | -7.2% |
| 30D | +2.2% | +1.0% | +1.2% | +2.0% |
| 3M | +15.7% | +7.3% | +8.4% | +13.4% |
| 6M | -23.8% | +21.7% | -45.5% | -27.7% |
| YTD | +17.6% | +18.8% | -1.2% | +12.3% |
| 1Y | +88.6% | +86.5% | +2.2% | +61.3% |
| 3Y | +253.4% | +269.4% | -16.0% | +139.2% |
| All | +56.2% | +300.5% | -244.4% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling