-99.8%
AMIX vs TEVA
+206.5%
-306.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.7% | -3.7% |
| 7D | -6.3% | -0.7% | -5.6% | -6.1% |
| 30D | -51.9% | -0.4% | -51.6% | -51.8% |
| 3M | -44.9% | +8.2% | -53.2% | -46.0% |
| 6M | -47.9% | +15.3% | -63.3% | -49.5% |
| YTD | -62.0% | +16.5% | -78.5% | -63.3% |
| 1Y | -82.0% | +85.7% | -167.7% | -84.1% |
| All | -99.8% | +206.5% | -306.3% | -99.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling