+172.9%
TEVA vs AMDL
+115.6%
+57.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.7% | +5.3% | -1.0% |
| 7D | -0.7% | +20.7% | -21.4% | -1.8% |
| 30D | -0.4% | +9.4% | -9.8% | -1.0% |
| 3M | +8.2% | +5.6% | +2.6% | +6.1% |
| 6M | +15.3% | +340.3% | -324.9% | -0.2% |
| YTD | +16.5% | +253.6% | -237.2% | +1.1% |
| 1Y | +85.7% | +443.4% | -357.6% | +53.5% |
| All | +172.9% | +115.6% | +57.3% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling