+19.9%
AMD vs TEVA
+24.3%
-4.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.9% | -10.7% | -8.9% |
| 7D | +18.9% | +4.4% | +14.5% | +18.4% |
| 30D | -6.4% | +9.3% | -15.7% | -6.9% |
| 3M | +10.6% | +21.9% | -11.3% | +10.8% |
| 6M | +19.9% | +22.8% | -2.9% | +27.9% |
| All | +19.9% | +24.3% | -4.4% | +27.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling