+132,206.1%
APH vs TEVA
+4,602.3%
+127,603.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +5.0% | -0.2% | +5.2% | +5.0% |
| 30D | -3.9% | +4.7% | -8.6% | -4.8% |
| 3M | +13.0% | +5.6% | +7.4% | +11.6% |
| 6M | +25.2% | +10.5% | +14.7% | +22.3% |
| YTD | +22.9% | +16.5% | +6.4% | +18.9% |
| 1Y | +47.8% | +96.8% | -48.9% | +29.2% |
| 3Y | +283.0% | +269.5% | +13.5% | +189.1% |
| 5Y | +349.7% | +283.5% | +66.1% | +228.3% |
| 10Y | +1,061.2% | -25.9% | +1,087.2% | +931.3% |
| All | +132,206.1% | +4,602.3% | +127,603.8% | +84,248.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling