+295.8%
AMD vs TEVA
+361.4%
-65.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +4.9% | +5.6% |
| 7D | +44.7% | +4.5% | +40.3% | +43.2% |
| 30D | -3.3% | +5.8% | -9.2% | -4.7% |
| 3M | +21.2% | +18.8% | +2.4% | +15.7% |
| 6M | +30.6% | +21.9% | +8.7% | +23.1% |
| YTD | +173.3% | +39.9% | +133.4% | +147.5% |
| 1Y | +126.1% | +69.0% | +57.1% | +94.2% |
| 3Y | +393.5% | +402.9% | -9.3% | +185.8% |
| 5Y | +295.8% | +359.0% | -63.2% | +131.1% |
| All | +295.8% | +361.4% | -65.6% | +131.1% |
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