+269.4%
TEVA vs AJG
+8.2%
+261.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.3% | +2.2% |
| 7D | +2.0% | -8.3% | +10.3% | +3.1% |
| 30D | +1.0% | -5.7% | +6.6% | +1.6% |
| 3M | +7.3% | +9.1% | -1.8% | +5.9% |
| 6M | +21.7% | +15.2% | +6.5% | +19.3% |
| YTD | +18.8% | -6.3% | +25.1% | +19.8% |
| 1Y | +86.5% | -19.1% | +105.6% | +94.2% |
| 3Y | +269.4% | +8.2% | +261.2% | +271.1% |
| All | +269.4% | +8.2% | +261.2% | +271.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling