+396.9%
APP vs TEVA
+241.2%
+155.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.3% |
| 7D | +1.1% | +2.0% | -0.9% | +0.4% |
| 30D | +6.6% | +1.0% | +5.7% | +6.2% |
| 3M | -32.3% | +7.3% | -39.6% | -34.4% |
| 6M | -29.8% | +21.7% | -51.5% | -35.7% |
| YTD | -51.9% | +18.8% | -70.8% | -55.7% |
| 1Y | -43.3% | +86.5% | -129.8% | -56.4% |
| 3Y | +664.1% | +269.4% | +394.6% | +318.0% |
| 5Y | +318.7% | +303.6% | +15.1% | +111.3% |
| All | +396.9% | +241.2% | +155.7% | +160.8% |
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