+202.3%
TEVA vs ACI
+18.9%
+183.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.4% |
| 7D | -1.7% | -5.0% | +3.3% | -1.4% |
| 30D | +2.0% | -2.3% | +4.3% | +2.1% |
| 3M | +7.0% | -23.2% | +30.2% | +8.5% |
| 6M | +17.0% | -29.5% | +46.5% | +19.2% |
| YTD | +18.1% | -28.6% | +46.7% | +20.0% |
| 1Y | +87.2% | -34.0% | +121.3% | +91.5% |
| 3Y | +283.1% | -45.0% | +328.0% | +296.6% |
| 5Y | +298.4% | -44.0% | +342.4% | +307.2% |
| All | +202.3% | +18.9% | +183.4% | +216.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling