-2.6%
AMC vs TEVA
+93.8%
-96.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.3% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | -0.7% | +4.7% | -5.5% | -0.4% |
| 3M | +35.2% | +5.6% | +29.6% | +36.7% |
| 6M | +124.6% | +10.5% | +114.1% | +125.3% |
| YTD | +69.9% | +16.5% | +53.4% | +69.0% |
| 1Y | -2.6% | +96.8% | -99.3% | -4.8% |
| All | -2.6% | +93.8% | -96.4% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling