+30.3%
TEVA vs AMBA
+796.0%
-765.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.2% |
| 7D | +4.4% | +2.7% | +1.8% | +4.0% |
| 30D | +9.3% | -2.2% | +11.5% | +9.4% |
| 3M | +21.9% | -26.6% | +48.5% | +27.2% |
| 6M | +22.8% | -26.8% | +49.5% | +24.7% |
| YTD | +42.6% | -15.1% | +57.7% | +39.8% |
| 1Y | +74.2% | -32.3% | +106.5% | +76.3% |
| 3Y | +404.5% | +19.8% | +384.7% | +338.8% |
| 5Y | +367.9% | -69.2% | +437.2% | +380.6% |
| 10Y | +14.2% | +0.8% | +13.4% | -11.6% |
| All | +30.3% | +796.0% | -765.6% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling