+424.3%
AG vs TEVA
+40.3%
+384.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.6% |
| 7D | -5.8% | -0.7% | -5.1% | -5.6% |
| 30D | +6.4% | -0.4% | +6.7% | +6.5% |
| 3M | +28.4% | +8.2% | +20.1% | +26.0% |
| 6M | -24.5% | +15.3% | -39.8% | -26.9% |
| YTD | +21.2% | +16.5% | +4.7% | +17.0% |
| 1Y | +114.1% | +85.7% | +28.4% | +87.5% |
| 3Y | +268.0% | +277.9% | -9.8% | +171.4% |
| 5Y | +67.3% | +295.5% | -228.2% | +19.5% |
| 10Y | +66.1% | -24.5% | +90.6% | +58.2% |
| All | +424.3% | +40.3% | +384.0% | +240.4% |
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 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