-16.0%
AMKR vs TEVA
+81.2%
-97.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | -0.2% | -14.3% | -14.5% |
| 7D | -26.0% | +0.7% | -26.8% | -26.1% |
| 30D | -42.9% | +6.8% | -49.7% | -43.5% |
| 3M | -43.3% | +20.3% | -63.6% | -45.2% |
| 6M | -60.1% | +16.5% | -76.6% | -60.3% |
| YTD | -22.4% | +33.9% | -56.3% | -30.2% |
| 1Y | -16.0% | +69.8% | -85.8% | -36.4% |
| All | -16.0% | +81.2% | -97.2% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling