+527.5%
APP vs TEVA
+309.4%
+218.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +3.2% |
| 7D | +4.6% | +4.4% | +0.1% | +3.1% |
| 30D | +56.0% | +9.3% | +46.7% | +51.3% |
| 3M | +30.8% | +21.9% | +9.0% | +22.1% |
| 6M | -9.8% | +22.8% | -32.6% | -16.8% |
| YTD | -39.3% | +42.6% | -81.9% | -47.4% |
| 1Y | -26.4% | +74.2% | -100.7% | -40.9% |
| 3Y | +887.9% | +404.5% | +483.4% | +382.0% |
| 5Y | +264.1% | +367.9% | -103.8% | +74.7% |
| All | +527.5% | +309.4% | +218.1% | +209.2% |
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 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