+178.7%
APTV vs TEVA
+9.2%
+169.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.4% | -0.8% |
| 7D | -5.0% | +2.0% | -7.0% | -5.5% |
| 30D | -6.1% | +1.0% | -7.0% | -6.4% |
| 3M | -33.0% | +7.3% | -40.3% | -34.5% |
| 6M | -35.2% | +21.7% | -57.0% | -39.0% |
| YTD | -40.1% | +18.8% | -59.0% | -43.4% |
| 1Y | -45.6% | +86.5% | -132.1% | -54.4% |
| 3Y | -54.4% | +269.4% | -323.8% | -69.4% |
| 5Y | -68.9% | +303.6% | -372.5% | -80.3% |
| 10Y | -17.2% | -22.9% | +5.7% | -34.2% |
| All | +178.7% | +9.2% | +169.6% | +91.0% |
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