+6,749.8%
TEVA vs AME
+18,433.7%
-11,684.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -0.7% | 0.0% | -0.8% | -0.7% |
| 30D | -0.4% | -8.6% | +8.3% | +2.0% |
| 3M | +8.2% | +5.8% | +2.5% | +6.4% |
| 6M | +15.3% | +3.8% | +11.5% | +13.9% |
| YTD | +16.5% | +14.4% | +2.0% | +12.0% |
| 1Y | +85.7% | +25.8% | +60.0% | +74.0% |
| 3Y | +277.9% | +55.2% | +222.7% | +231.4% |
| 5Y | +295.5% | +85.5% | +210.0% | +231.2% |
| 10Y | -24.5% | +424.0% | -448.5% | -49.4% |
| All | +6,749.8% | +18,433.7% | -11,684.0% | +2,518.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling