+6,827.0%
TEVA vs APD
+6,042.2%
+784.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | +1.6% | -2.5% | +4.1% | +2.4% |
| 30D | +4.0% | -1.9% | +5.8% | +4.5% |
| 3M | +10.5% | +8.2% | +2.3% | +7.7% |
| 6M | +18.4% | +10.7% | +7.6% | +14.4% |
| YTD | +17.8% | +22.9% | -5.1% | +10.1% |
| 1Y | +90.5% | +5.8% | +84.7% | +85.4% |
| 3Y | +282.1% | +7.8% | +274.3% | +261.9% |
| 5Y | +291.9% | +26.1% | +265.8% | +250.4% |
| 10Y | -24.9% | +163.7% | -188.6% | -45.9% |
| All | +6,827.0% | +6,042.2% | +784.9% | +1,357.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling