+296.4%
ARM vs TEVA
+252.0%
+44.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.1% |
| 7D | +5.5% | -0.2% | +5.7% | +5.4% |
| 30D | -8.2% | +4.7% | -12.9% | -9.6% |
| 3M | -35.9% | +5.6% | -41.5% | -37.4% |
| 6M | +103.1% | +10.5% | +92.6% | +94.6% |
| YTD | +130.6% | +16.5% | +114.1% | +116.4% |
| 1Y | +86.1% | +96.8% | -10.7% | +43.5% |
| All | +296.4% | +252.0% | +44.4% | +120.8% |
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