-25.0%
TEVA vs AGI
+392.3%
-417.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +2.0% |
| 7D | +2.0% | -2.7% | +4.7% | +2.1% |
| 30D | +1.0% | +7.2% | -6.3% | +0.6% |
| 3M | +7.3% | +4.3% | +3.1% | +6.9% |
| 6M | +21.7% | -27.1% | +48.8% | +23.1% |
| YTD | +18.8% | -6.6% | +25.4% | +18.8% |
| 1Y | +86.5% | +9.5% | +77.0% | +85.1% |
| 3Y | +269.4% | +208.4% | +61.0% | +255.7% |
| 5Y | +303.6% | +401.6% | -98.0% | +286.2% |
| All | -25.0% | +392.3% | -417.3% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling