-99.8%
AMIX vs TEVA
+206.6%
-306.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -13.7% | -0.2% | -13.5% | -13.7% |
| 30D | -62.1% | +4.7% | -66.8% | -62.4% |
| 3M | -46.2% | +5.6% | -51.8% | -47.1% |
| 6M | -46.4% | +10.5% | -56.9% | -47.8% |
| YTD | -60.3% | +16.5% | -76.8% | -61.5% |
| 1Y | -79.7% | +96.8% | -176.4% | -82.3% |
| All | -99.8% | +206.6% | -306.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling