+95.5%
AMD vs TEVA
+106.6%
-11.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | -15.5% | +4.7% | -20.2% | -16.2% |
| 30D | -22.6% | +5.5% | -28.2% | -23.4% |
| 3M | -5.7% | +21.6% | -27.3% | -9.1% |
| 6M | +43.1% | +18.4% | +24.7% | +39.9% |
| YTD | +128.2% | +34.1% | +94.1% | +117.3% |
| 1Y | +95.5% | +104.5% | -9.1% | +60.2% |
| All | +95.5% | +106.6% | -11.1% | +60.2% |
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