+154.9%
TEVA vs ALC
+16.1%
+138.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | +2.0% | -6.3% | +8.3% | +5.0% |
| 30D | +1.0% | -10.3% | +11.2% | +6.0% |
| 3M | +7.3% | -0.7% | +8.0% | +7.4% |
| 6M | +21.7% | -17.8% | +39.6% | +31.9% |
| YTD | +18.8% | -15.8% | +34.6% | +26.9% |
| 1Y | +86.5% | -16.7% | +103.2% | +99.6% |
| 3Y | +269.4% | -19.7% | +289.2% | +291.4% |
| 5Y | +303.6% | -19.8% | +323.4% | +314.6% |
| All | +154.9% | +16.1% | +138.8% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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