-99.8%
AMIX vs TEVA
+209.9%
-309.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -3.4% | +1.6% | -5.0% | -3.9% |
| 30D | -54.4% | +4.0% | -58.3% | -54.7% |
| 3M | -45.7% | +10.5% | -56.3% | -47.0% |
| 6M | -49.2% | +18.4% | -67.6% | -50.9% |
| YTD | -60.3% | +17.8% | -78.1% | -61.7% |
| 1Y | -81.4% | +90.5% | -171.8% | -83.7% |
| All | -99.8% | +209.9% | -309.7% | -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 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