+5.0%
TEVA vs ALM
+7,261.5%
-7,256.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.6% | +8.2% | -1.3% |
| 7D | -0.7% | -7.1% | +6.4% | -0.7% |
| 30D | -0.4% | +24.7% | -25.0% | -0.4% |
| 3M | +8.2% | +8.3% | -0.1% | +8.2% |
| 6M | +15.3% | -22.2% | +37.5% | +15.3% |
| YTD | +16.5% | +88.1% | -71.6% | +16.3% |
| 1Y | +85.7% | +272.4% | -186.6% | +85.3% |
| 3Y | +277.9% | +2,004.1% | -1,726.3% | +276.0% |
| 5Y | +295.5% | +915.8% | -620.2% | +293.8% |
| 10Y | -24.5% | +2,776.7% | -2,801.2% | -24.9% |
| All | +5.0% | +7,261.5% | -7,256.5% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling