+927.8%
TEVA vs ACGL
+4,318.9%
-3,391.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.6% |
| 7D | +1.6% | -2.9% | +4.5% | +2.2% |
| 30D | +4.0% | -2.8% | +6.8% | +4.6% |
| 3M | +10.5% | +6.8% | +3.7% | +8.7% |
| 6M | +18.4% | -1.5% | +19.9% | +18.3% |
| YTD | +17.8% | -0.2% | +18.0% | +17.2% |
| 1Y | +90.5% | +5.3% | +85.2% | +87.1% |
| 3Y | +282.1% | +30.3% | +251.8% | +253.1% |
| 5Y | +291.9% | +151.8% | +140.1% | +208.6% |
| 10Y | -24.9% | +266.9% | -291.7% | -45.6% |
| All | +927.8% | +4,318.9% | -3,391.1% | +442.2% |
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