+930.0%
APH vs TEVA
+15.4%
+914.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.7% | -2.1% |
| 7D | +4.9% | +4.4% | +0.4% | +4.1% |
| 30D | -5.4% | +9.3% | -14.7% | -6.9% |
| 3M | -5.5% | +21.9% | -27.3% | -8.9% |
| 6M | +25.9% | +22.8% | +3.2% | +20.9% |
| YTD | +16.4% | +42.6% | -26.2% | +8.6% |
| 1Y | +16.5% | +74.2% | -57.7% | +4.9% |
| 3Y | +270.9% | +404.5% | -133.7% | +168.3% |
| 5Y | +289.5% | +367.9% | -78.4% | +178.2% |
| All | +930.0% | +15.4% | +914.6% | +648.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling