+1,072.6%
ATI vs TEVA
+601.8%
+470.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.2% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | -13.5% | -0.4% | -13.2% | -13.5% |
| 3M | +8.5% | +8.2% | +0.3% | +4.9% |
| 6M | +25.2% | +15.3% | +9.9% | +18.2% |
| YTD | +73.4% | +16.5% | +56.9% | +63.1% |
| 1Y | +160.5% | +85.7% | +74.8% | +107.5% |
| 3Y | +347.3% | +277.9% | +69.4% | +165.2% |
| 5Y | +1,049.0% | +295.5% | +753.4% | +535.6% |
| 10Y | +1,131.4% | -24.5% | +1,155.9% | +953.4% |
| All | +1,072.6% | +601.8% | +470.8% | +521.3% |
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 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