+268.6%
ARM vs TEVA
+417.4%
-148.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.6% | -5.2% |
| 7D | +9.1% | +4.4% | +4.7% | +7.8% |
| 30D | -19.9% | +9.3% | -29.2% | -22.0% |
| 3M | -31.6% | +21.9% | -53.5% | -35.5% |
| 6M | -13.9% | +22.8% | -36.6% | -19.4% |
| YTD | +74.3% | +42.6% | +31.7% | +54.2% |
| 1Y | +35.8% | +74.2% | -38.4% | +12.1% |
| 3Y | +268.6% | +404.5% | -135.9% | +95.3% |
| All | +268.6% | +417.4% | -148.8% | +95.3% |
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 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