-91.6%
AMIX vs TEVA
+106.6%
-198.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -25.1% | +4.7% | -29.8% | -25.9% |
| 30D | -54.5% | +5.5% | -60.0% | -55.1% |
| 3M | -91.7% | +21.6% | -113.3% | -92.1% |
| 6M | -79.4% | +18.4% | -97.8% | -81.1% |
| YTD | -86.1% | +34.1% | -120.2% | -86.5% |
| 1Y | -91.6% | +104.5% | -196.1% | -88.8% |
| All | -91.6% | +106.6% | -198.1% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling