+147.7%
AMKR vs TEVA
+280.8%
-133.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +4.0% |
| 7D | +8.3% | +2.0% | +6.3% | +7.8% |
| 30D | -6.8% | +1.0% | -7.7% | -7.0% |
| 3M | -31.9% | +7.3% | -39.3% | -33.4% |
| 6M | +18.4% | +21.7% | -3.4% | +11.6% |
| YTD | +31.7% | +18.8% | +12.8% | +24.9% |
| 1Y | +105.2% | +86.5% | +18.8% | +73.9% |
| 3Y | +147.7% | +269.4% | -121.7% | +71.7% |
| All | +147.7% | +280.8% | -133.1% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling