+158.3%
APA vs TEVA
+300.5%
-142.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.1% |
| 7D | +4.6% | +2.0% | +2.6% | +4.2% |
| 30D | +11.9% | +1.0% | +11.0% | +11.6% |
| 3M | +22.5% | +7.3% | +15.2% | +20.7% |
| 6M | +37.5% | +21.7% | +15.8% | +31.6% |
| YTD | +87.2% | +18.8% | +68.3% | +79.3% |
| 1Y | +101.4% | +86.5% | +15.0% | +74.1% |
| 3Y | +16.9% | +269.4% | -252.5% | -20.9% |
| All | +158.3% | +300.5% | -142.3% | +59.8% |
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