+1,144.2%
TEVA vs ACGL
+4,960.6%
-3,816.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +4.4% | +2.2% | +2.3% | +3.9% |
| 30D | +9.3% | +12.3% | -3.0% | +6.4% |
| 3M | +21.9% | +11.8% | +10.0% | +18.6% |
| 6M | +22.8% | +17.5% | +5.3% | +18.0% |
| YTD | +42.6% | +14.3% | +28.3% | +37.5% |
| 1Y | +74.2% | +18.2% | +56.1% | +66.7% |
| 3Y | +404.5% | +33.2% | +371.4% | +364.2% |
| 5Y | +367.9% | +174.3% | +193.6% | +261.1% |
| 10Y | +14.2% | +326.3% | -312.1% | -20.0% |
| All | +1,144.2% | +4,960.6% | -3,816.4% | +535.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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