-26.3%
APH vs TEVA
+93.8%
-120.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.9% | -48.6% | -48.0% |
| 7D | -48.7% | -3.3% | -45.4% | -48.4% |
| 30D | -51.9% | +4.7% | -56.7% | -52.5% |
| 3M | -43.6% | +5.6% | -49.2% | -44.5% |
| 6M | -37.5% | +10.5% | -48.0% | -39.8% |
| YTD | -38.6% | +16.5% | -55.1% | -40.9% |
| 1Y | -26.3% | +96.8% | -123.1% | -33.3% |
| All | -26.3% | +93.8% | -120.1% | -33.3% |
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 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