-99.0%
AMC vs TEVA
-22.9%
-76.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.5% |
| 7D | -7.2% | +2.0% | -9.2% | -7.8% |
| 30D | -2.8% | +1.0% | -3.7% | -3.1% |
| 3M | +7.9% | +7.3% | +0.6% | +3.7% |
| 6M | +119.6% | +21.7% | +97.9% | +101.2% |
| YTD | +57.7% | +18.8% | +38.9% | +45.1% |
| 1Y | -12.1% | +86.5% | -98.6% | -32.4% |
| 3Y | -66.5% | +269.4% | -335.9% | -81.0% |
| 5Y | -99.5% | +303.6% | -403.1% | -99.7% |
| All | -99.0% | -22.9% | -76.1% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling