+104.5%
TEVA vs AMDL
+108.7%
-4.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +4.7% | -30.7% | +35.4% | +5.7% |
| 30D | +5.5% | -43.8% | +49.3% | +7.0% |
| 3M | +21.6% | -24.5% | +46.1% | +21.8% |
| 6M | +18.4% | +44.7% | -26.3% | +11.8% |
| YTD | +34.1% | +204.0% | -169.9% | +15.0% |
| 1Y | +104.5% | +109.1% | -4.5% | +87.7% |
| All | +104.5% | +108.7% | -4.1% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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