-25.0%
TEVA vs ALM
+2,589.2%
-2,614.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.6% | +2.2% |
| 7D | +2.0% | -11.8% | +13.8% | +2.3% |
| 30D | +1.0% | +7.8% | -6.8% | +0.8% |
| 3M | +7.3% | -9.3% | +16.6% | +7.4% |
| 6M | +21.7% | -30.5% | +52.2% | +22.1% |
| YTD | +18.8% | +75.8% | -57.0% | +16.7% |
| 1Y | +86.5% | +241.2% | -154.7% | +80.4% |
| 3Y | +269.4% | +1,872.6% | -1,603.2% | +241.6% |
| 5Y | +303.6% | +849.6% | -546.0% | +277.2% |
| All | -25.0% | +2,589.2% | -2,614.2% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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