+104.5%
TEVA vs ACM
-46.6%
+151.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.1% | -0.5% |
| 7D | +4.7% | +9.5% | -4.8% | +3.5% |
| 30D | +5.5% | +14.7% | -9.2% | +3.7% |
| 3M | +21.6% | -9.5% | +31.0% | +24.0% |
| 6M | +18.4% | -18.0% | +36.4% | +23.6% |
| YTD | +34.1% | -27.3% | +61.4% | +42.1% |
| 1Y | +104.5% | -47.0% | +151.5% | +155.7% |
| All | +104.5% | -46.6% | +151.1% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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 · 6 months rolling