+306.4%
APP vs TEVA
+290.4%
+16.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.4% | +3.6% |
| 7D | +0.3% | -0.7% | +1.0% | +0.5% |
| 30D | -1.3% | -0.4% | -1.0% | -1.3% |
| 3M | -36.2% | +8.2% | -44.5% | -38.4% |
| 6M | -34.1% | +15.3% | -49.4% | -38.5% |
| YTD | -53.3% | +16.5% | -69.8% | -56.7% |
| 1Y | -44.5% | +85.7% | -130.3% | -57.5% |
| 3Y | +646.7% | +277.9% | +368.8% | +296.0% |
| 5Y | +306.4% | +295.5% | +10.9% | +98.3% |
| All | +306.4% | +290.4% | +16.0% | +98.3% |
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