+39.5%
APA vs TEVA
+20.7%
+18.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.7% | +3.0% |
| 7D | +0.3% | -1.7% | +2.0% | +0.1% |
| 30D | +9.3% | +2.0% | +7.3% | +9.6% |
| 3M | +23.3% | +7.0% | +16.4% | +22.8% |
| 6M | +39.5% | +17.0% | +22.5% | +47.4% |
| All | +39.5% | +20.7% | +18.8% | +47.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling