+176.0%
TEVA vs AMDL
+117.8%
+58.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.7% | -10.6% | +0.5% |
| 7D | +1.6% | +19.9% | -18.4% | +0.6% |
| 30D | +4.0% | +6.3% | -2.3% | +3.4% |
| 3M | +10.5% | -9.9% | +20.4% | +9.4% |
| 6M | +18.4% | +394.3% | -375.9% | +1.6% |
| YTD | +17.8% | +257.3% | -239.5% | +2.2% |
| 1Y | +90.5% | +508.5% | -418.1% | +55.9% |
| All | +176.0% | +117.8% | +58.2% | +125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling