-35.9%
APP vs TEVA
+93.8%
-129.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -23.3% | +4.7% | -28.0% | -23.7% |
| 3M | -42.6% | +5.6% | -48.2% | -42.9% |
| 6M | -33.6% | +10.5% | -44.1% | -34.9% |
| YTD | -52.4% | +16.5% | -68.9% | -53.6% |
| 1Y | -35.9% | +96.8% | -132.6% | -43.6% |
| All | -35.9% | +93.8% | -129.7% | -43.6% |
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 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