+42.6%
TEVA vs AMP
+2,112.0%
-2,069.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +2.0% | -0.5% | +2.5% | +2.2% |
| 30D | +1.0% | -1.3% | +2.3% | +1.3% |
| 3M | +7.3% | +24.2% | -16.9% | +0.4% |
| 6M | +21.7% | +24.6% | -2.8% | +13.7% |
| YTD | +18.8% | +14.8% | +4.0% | +13.3% |
| 1Y | +86.5% | +12.8% | +73.7% | +78.8% |
| 3Y | +269.4% | +69.0% | +200.5% | +211.5% |
| 5Y | +303.6% | +124.9% | +178.7% | +212.6% |
| 10Y | -22.9% | +583.5% | -606.5% | -55.1% |
| All | +42.6% | +2,112.0% | -2,069.5% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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