+299.2%
TEVA vs AME
+89.9%
+209.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.2% | +0.5% |
| 7D | +2.0% | +1.7% | +0.3% | +1.2% |
| 30D | +1.0% | -6.4% | +7.4% | +4.0% |
| 3M | +7.3% | +7.1% | +0.2% | +3.2% |
| 6M | +21.7% | +8.2% | +13.6% | +16.3% |
| YTD | +18.8% | +18.2% | +0.7% | +8.8% |
| 1Y | +86.5% | +26.7% | +59.7% | +64.6% |
| 3Y | +269.4% | +60.7% | +208.7% | +172.7% |
| All | +299.2% | +89.9% | +209.4% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling