+69.8%
TEVA vs AJG
+16.2%
+53.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.7% | +7.4% | -6.7% | +0.2% |
| 30D | +6.8% | +25.3% | -18.6% | +4.9% |
| 3M | +20.3% | +15.1% | +5.3% | +18.9% |
| 6M | +16.5% | +40.8% | -24.3% | +14.2% |
| YTD | +33.9% | +12.3% | +21.5% | +33.6% |
| 1Y | +69.8% | +17.5% | +52.3% | +68.7% |
| All | +69.8% | +16.2% | +53.7% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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