+299.2%
TEVA vs ACI
-39.5%
+338.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +1.8% |
| 7D | +2.0% | -3.7% | +5.8% | +2.3% |
| 30D | +1.0% | +0.6% | +0.4% | +0.9% |
| 3M | +7.3% | -20.3% | +27.6% | +8.8% |
| 6M | +21.7% | -24.7% | +46.4% | +23.8% |
| YTD | +18.8% | -27.2% | +46.1% | +21.1% |
| 1Y | +86.5% | -32.7% | +119.2% | +91.5% |
| 3Y | +269.4% | -43.9% | +313.3% | +286.4% |
| All | +299.2% | -39.5% | +338.8% | +313.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 5y: compounded portfolio wealth divided by compounded ACI 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…
5y analysis · Full analysis span regression · 6 months rolling