-79.0%
AMIX vs TEVA
+21.1%
-100.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.0% | -22.0% | -22.2% |
| 7D | -8.1% | +3.3% | -11.4% | -12.1% |
| 30D | -52.3% | +5.0% | -57.3% | -55.5% |
| 3M | -83.8% | +18.5% | -102.3% | -87.4% |
| 6M | -79.0% | +20.6% | -99.6% | -86.4% |
| All | -79.0% | +21.1% | -100.0% | -86.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling