-75.5%
RAM vs TEVA
+29.0%
-104.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +0.8% | +12.6% | +13.5% |
| 7D | -23.6% | +5.6% | -29.2% | -23.4% |
| 30D | -52.2% | +4.5% | -56.7% | -51.9% |
| 3M | -43.9% | +21.5% | -65.5% | -42.2% |
| All | -75.5% | +29.0% | -104.5% | -72.7% |
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 · Available span rolling