+1,090.2%
ATI vs TEVA
-22.9%
+1,113.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.2% | -0.7% |
| 7D | -5.6% | +2.0% | -7.6% | -6.2% |
| 30D | -13.7% | +1.0% | -14.7% | -14.1% |
| 3M | -0.4% | +7.3% | -7.7% | -3.0% |
| 6M | +26.2% | +21.7% | +4.5% | +18.3% |
| YTD | +73.2% | +18.8% | +54.4% | +63.4% |
| 1Y | +161.6% | +86.5% | +75.1% | +115.3% |
| 3Y | +346.2% | +269.4% | +76.8% | +186.7% |
| 5Y | +1,047.6% | +303.6% | +744.0% | +587.1% |
| All | +1,090.2% | -22.9% | +1,113.2% | +759.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling