+345.6%
APH vs TEVA
+290.4%
+55.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.1% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -4.0% | -0.4% | -3.7% | -4.0% |
| 3M | +7.7% | +8.2% | -0.5% | +5.7% |
| 6M | +17.8% | +15.3% | +2.5% | +13.9% |
| YTD | +19.2% | +16.5% | +2.7% | +15.0% |
| 1Y | +35.7% | +85.7% | -50.1% | +19.2% |
| 3Y | +282.9% | +277.9% | +5.0% | +179.1% |
| 5Y | +345.6% | +295.5% | +50.1% | +204.5% |
| All | +345.6% | +290.4% | +55.2% | +204.5% |
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