+7,765.4%
AMD vs TEVA
+15.4%
+7,750.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.9% | -10.7% | -9.2% |
| 7D | +18.9% | +4.4% | +14.5% | +17.7% |
| 30D | -6.4% | +9.3% | -15.7% | -8.5% |
| 3M | +10.6% | +21.9% | -11.3% | +5.2% |
| 6M | +19.9% | +22.8% | -2.9% | +13.2% |
| YTD | +149.4% | +42.6% | +106.8% | +126.2% |
| 1Y | +115.4% | +74.2% | +41.1% | +85.8% |
| 3Y | +357.3% | +404.5% | -47.3% | +188.6% |
| 5Y | +261.1% | +367.9% | -106.8% | +125.5% |
| All | +7,765.4% | +15.4% | +7,750.0% | +5,684.7% |
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 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