-25.0%
TEVA vs APD
+166.7%
-191.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.3% |
| 7D | +2.0% | -3.3% | +5.3% | +3.4% |
| 30D | +1.0% | -4.2% | +5.1% | +2.7% |
| 3M | +7.3% | +5.4% | +1.9% | +4.6% |
| 6M | +21.7% | +6.3% | +15.5% | +18.0% |
| YTD | +18.8% | +20.3% | -1.5% | +8.9% |
| 1Y | +86.5% | +1.6% | +84.9% | +82.8% |
| 3Y | +269.4% | +4.0% | +265.4% | +246.4% |
| 5Y | +303.6% | +23.3% | +280.3% | +234.1% |
| All | -25.0% | +166.7% | -191.6% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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