+346.2%
ATI vs TEVA
+280.8%
+65.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.2% | -0.5% |
| 7D | -5.6% | +2.0% | -7.6% | -6.0% |
| 30D | -13.7% | +1.0% | -14.7% | -14.0% |
| 3M | -0.4% | +7.3% | -7.7% | -2.2% |
| 6M | +26.2% | +21.7% | +4.5% | +20.3% |
| YTD | +73.2% | +18.8% | +54.4% | +65.9% |
| 1Y | +161.6% | +86.5% | +75.1% | +128.7% |
| 3Y | +346.2% | +269.4% | +76.8% | +212.3% |
| All | +346.2% | +280.8% | +65.4% | +212.3% |
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