+20.6%
TEVA vs ACM
+218.1%
-197.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +1.2% |
| 7D | -1.7% | -3.7% | +2.0% | -0.6% |
| 30D | +2.0% | -12.7% | +14.6% | +5.5% |
| 3M | +7.0% | -9.8% | +16.8% | +9.4% |
| 6M | +17.0% | -31.4% | +48.4% | +29.5% |
| YTD | +18.1% | -32.1% | +50.2% | +30.3% |
| 1Y | +87.2% | -47.8% | +135.1% | +123.3% |
| 3Y | +283.1% | -22.1% | +305.1% | +299.1% |
| 5Y | +298.4% | +1.8% | +296.6% | +280.0% |
| 10Y | -23.4% | +132.5% | -156.0% | -42.6% |
| All | +20.6% | +218.1% | -197.4% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling