+1,308.0%
AMT vs TEVA
+842.0%
+466.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +1.5% | -1.7% | +3.2% | +1.8% |
| 30D | +3.7% | +2.0% | +1.8% | +3.3% |
| 3M | -7.2% | +7.0% | -14.2% | -8.6% |
| 6M | -4.2% | +17.0% | -21.1% | -7.4% |
| YTD | +1.9% | +18.1% | -16.2% | -2.0% |
| 1Y | -6.4% | +87.2% | -93.6% | -17.8% |
| 3Y | +7.7% | +283.1% | -275.3% | -21.0% |
| 5Y | -30.9% | +298.4% | -329.3% | -51.4% |
| 10Y | +105.4% | -23.4% | +128.8% | +89.9% |
| All | +1,308.0% | +842.0% | +466.0% | +371.8% |
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