+378.7%
AMD vs TEVA
+290.4%
+88.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.0% |
| 7D | +10.4% | -0.7% | +11.1% | +10.6% |
| 30D | +6.2% | -0.4% | +6.5% | +6.3% |
| 3M | +11.3% | +8.2% | +3.1% | +8.5% |
| 6M | +147.8% | +15.3% | +132.5% | +136.3% |
| YTD | +135.2% | +16.5% | +118.7% | +124.0% |
| 1Y | +215.7% | +85.7% | +129.9% | +163.7% |
| 3Y | +374.7% | +277.9% | +96.8% | +204.7% |
| 5Y | +378.7% | +295.5% | +83.2% | +181.6% |
| All | +378.7% | +290.4% | +88.3% | +181.6% |
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