-98.1%
AMC vs TEVA
+3.0%
-101.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.8% |
| 7D | -0.8% | +1.6% | -2.4% | -1.3% |
| 30D | -1.2% | +4.0% | -5.1% | -2.5% |
| 3M | +42.2% | +10.5% | +31.7% | +35.5% |
| 6M | +118.8% | +18.4% | +100.4% | +102.7% |
| YTD | +64.1% | +17.8% | +46.3% | +51.8% |
| 1Y | -9.5% | +90.5% | -100.0% | -30.3% |
| 3Y | -64.3% | +282.1% | -346.5% | -79.6% |
| 5Y | -99.5% | +291.9% | -391.4% | -99.7% |
| 10Y | -98.9% | -24.9% | -74.1% | -99.3% |
| All | -98.1% | +3.0% | -101.1% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling