+11,477.5%
AMD vs TEVA
+6,897.4%
+4,580.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.9% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | -0.9% | +4.7% | -5.7% | -2.1% |
| 3M | -8.7% | +5.6% | -14.3% | -10.5% |
| 6M | +136.3% | +10.5% | +125.9% | +128.2% |
| YTD | +123.0% | +16.5% | +106.5% | +112.5% |
| 1Y | +195.2% | +96.8% | +98.4% | +144.8% |
| 3Y | +336.3% | +269.5% | +66.8% | +197.1% |
| 5Y | +334.5% | +283.5% | +50.9% | +184.6% |
| 10Y | +6,259.1% | -25.9% | +6,285.1% | +5,406.9% |
| All | +11,477.5% | +6,897.4% | +4,580.0% | +4,168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling