+269.4%
TEVA vs ACM
-22.9%
+292.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.8% |
| 7D | +2.0% | -4.6% | +6.6% | +3.0% |
| 30D | +1.0% | +4.1% | -3.1% | -0.2% |
| 3M | +7.3% | -8.3% | +15.6% | +8.6% |
| 6M | +21.7% | -30.1% | +51.8% | +32.0% |
| YTD | +18.8% | -32.6% | +51.4% | +29.4% |
| 1Y | +86.5% | -49.6% | +136.0% | +121.1% |
| 3Y | +269.4% | -23.0% | +292.5% | +266.9% |
| All | +269.4% | -22.9% | +292.3% | +266.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling