+8.1%
TEVA vs AMCR
+93.5%
-85.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.5% |
| 7D | +2.0% | -6.3% | +8.3% | +3.8% |
| 30D | +1.0% | -7.8% | +8.8% | +3.2% |
| 3M | +7.3% | +7.5% | -0.2% | +4.8% |
| 6M | +21.7% | +2.7% | +19.0% | +20.1% |
| YTD | +18.8% | +6.0% | +12.8% | +15.6% |
| 1Y | +86.5% | +7.8% | +78.7% | +80.5% |
| 3Y | +269.4% | +5.8% | +263.6% | +254.4% |
| 5Y | +303.6% | -11.6% | +315.2% | +306.4% |
| 10Y | -22.9% | +14.6% | -37.6% | -31.2% |
| All | +8.1% | +93.5% | -85.4% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling