-26.5%
TEVA vs AMBA
+8.8%
-35.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -0.7% | +7.1% | -7.8% | -2.1% |
| 30D | -0.4% | -18.1% | +17.8% | +3.3% |
| 3M | +8.2% | +8.4% | -0.1% | +4.1% |
| 6M | +15.3% | +25.7% | -10.4% | +5.5% |
| YTD | +16.5% | -4.2% | +20.7% | +11.6% |
| 1Y | +85.7% | -18.7% | +104.4% | +81.3% |
| 3Y | +277.9% | +13.3% | +264.5% | +221.8% |
| 5Y | +295.5% | -54.2% | +349.8% | +273.1% |
| All | -26.5% | +8.8% | -35.3% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling