+7.7%
TEVA vs AMBA
+846.1%
-838.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +1.6% | -6.4% | +8.0% | +2.6% |
| 30D | +4.0% | -26.8% | +30.8% | +9.0% |
| 3M | +10.5% | -7.6% | +18.1% | +9.8% |
| 6M | +18.4% | +21.2% | -2.8% | +10.8% |
| YTD | +17.8% | -10.4% | +28.2% | +15.1% |
| 1Y | +90.5% | -24.4% | +114.9% | +89.3% |
| 3Y | +282.1% | +6.0% | +276.1% | +241.3% |
| 5Y | +291.9% | -53.9% | +345.8% | +275.2% |
| 10Y | -24.9% | -6.2% | -18.7% | -41.5% |
| All | +7.7% | +846.1% | -838.4% | -26.4% |
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