+887.9%
APP vs TEVA
+417.4%
+470.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +3.4% |
| 7D | +4.6% | +4.4% | +0.1% | +3.5% |
| 30D | +56.0% | +9.3% | +46.7% | +52.6% |
| 3M | +30.8% | +21.9% | +9.0% | +24.5% |
| 6M | -9.8% | +22.8% | -32.6% | -14.7% |
| YTD | -39.3% | +42.6% | -81.9% | -45.2% |
| 1Y | -26.4% | +74.2% | -100.7% | -37.4% |
| 3Y | +887.9% | +404.5% | +483.4% | +494.2% |
| All | +887.9% | +417.4% | +470.5% | +494.2% |
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