+285.6%
APH vs TEVA
+278.3%
+7.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | +1.6% | -1.7% | +3.3% | +1.9% |
| 30D | -3.0% | +2.0% | -5.0% | -3.4% |
| 3M | +5.7% | +7.0% | -1.2% | +4.3% |
| 6M | +20.0% | +17.0% | +3.0% | +16.3% |
| YTD | +20.8% | +18.1% | +2.7% | +17.0% |
| 1Y | +40.2% | +87.2% | -47.0% | +26.7% |
| All | +285.6% | +278.3% | +7.3% | +215.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling