+178.5%
TEVA vs AMDL
+126.1%
+52.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.8% | +1.8% |
| 7D | +2.0% | +15.9% | -13.9% | +1.2% |
| 30D | +1.0% | +10.5% | -9.5% | +0.2% |
| 3M | +7.3% | -4.7% | +12.0% | +6.0% |
| 6M | +21.7% | +355.2% | -333.4% | +5.2% |
| YTD | +18.8% | +270.9% | -252.0% | +2.9% |
| 1Y | +86.5% | +499.5% | -413.0% | +53.1% |
| All | +178.5% | +126.1% | +52.4% | +126.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling