-25.0%
TEVA vs AME
+445.1%
-470.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.2% | +0.2% |
| 7D | +2.0% | +1.7% | +0.3% | +1.0% |
| 30D | +1.0% | -6.4% | +7.4% | +4.8% |
| 3M | +7.3% | +7.1% | +0.2% | +2.4% |
| 6M | +21.7% | +8.2% | +13.6% | +15.2% |
| YTD | +18.8% | +18.2% | +0.7% | +6.6% |
| 1Y | +86.5% | +26.7% | +59.7% | +59.8% |
| 3Y | +269.4% | +60.7% | +208.7% | +162.9% |
| 5Y | +303.6% | +91.6% | +212.0% | +151.8% |
| All | -25.0% | +445.1% | -470.0% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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