+118.6%
TEVA vs AMRZ
-20.1%
+138.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +2.0% | -7.5% | +9.5% | +3.5% |
| 30D | +1.0% | -12.4% | +13.4% | +3.6% |
| 3M | +7.3% | -22.4% | +29.7% | +12.4% |
| 6M | +21.7% | -29.5% | +51.3% | +30.0% |
| YTD | +18.8% | -24.1% | +43.0% | +24.9% |
| 1Y | +86.5% | -26.3% | +112.7% | +96.0% |
| All | +118.6% | -20.1% | +138.7% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling