-8.5%
AUR vs TEVA
+81.5%
-90.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -19.8% | +4.7% | -24.5% | -20.8% |
| 30D | -29.0% | +5.5% | -34.6% | -30.0% |
| 3M | -43.6% | +21.6% | -65.1% | -46.3% |
| 6M | -36.6% | +18.4% | -55.0% | -38.3% |
| YTD | +6.3% | +34.1% | -27.8% | -8.7% |
| All | -8.5% | +81.5% | -90.0% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling