-99.5%
AMC vs TEVA
+295.8%
-395.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.2% | -4.0% |
| 7D | -6.8% | -1.7% | -5.1% | -6.2% |
| 30D | +1.7% | +2.0% | -0.3% | +0.8% |
| 3M | +26.8% | +7.0% | +19.8% | +21.3% |
| 6M | +117.7% | +17.0% | +100.7% | +99.3% |
| YTD | +57.7% | +18.1% | +39.6% | +43.0% |
| 1Y | -12.5% | +87.2% | -99.7% | -36.9% |
| 3Y | -65.7% | +283.1% | -348.8% | -84.8% |
| All | -99.5% | +295.8% | -395.3% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling