+96.8%
TEVA vs AMCR
+11.5%
+85.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -0.2% | -3.3% | +3.0% | +0.6% |
| 30D | +4.7% | -5.4% | +10.2% | +6.1% |
| 3M | +5.6% | +20.0% | -14.3% | +0.4% |
| 6M | +10.5% | 0.0% | +10.4% | +9.1% |
| YTD | +16.5% | +11.5% | +5.0% | +10.6% |
| 1Y | +96.8% | +11.4% | +85.4% | +78.1% |
| All | +96.8% | +11.5% | +85.2% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling