-99.9%
AMIX vs TEVA
+264.6%
-364.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.0% | -22.0% | -20.5% |
| 7D | -8.1% | +3.3% | -11.4% | -8.9% |
| 30D | -52.3% | +5.0% | -57.3% | -52.9% |
| 3M | -83.8% | +18.5% | -102.3% | -84.5% |
| 6M | -79.0% | +20.6% | -99.6% | -80.2% |
| YTD | -87.2% | +38.5% | -125.7% | -88.2% |
| 1Y | -91.7% | +72.1% | -163.8% | -92.6% |
| All | -99.9% | +264.6% | -364.5% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling