+96.8%
TEVA vs AJG
-12.9%
+109.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -0.2% | -1.8% | +1.6% | -0.1% |
| 30D | +4.7% | +4.6% | +0.1% | +4.3% |
| 3M | +5.6% | +24.9% | -19.3% | +4.4% |
| 6M | +10.5% | +17.2% | -6.7% | +9.8% |
| YTD | +16.5% | +2.2% | +14.3% | +16.8% |
| 1Y | +96.8% | -11.5% | +108.3% | +113.3% |
| All | +96.8% | -12.9% | +109.6% | +113.3% |
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