-19.3%
AFRM vs TEVA
+93.8%
-113.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -7.0% | -0.2% | -6.7% | -6.9% |
| 30D | -7.8% | +4.7% | -12.5% | -8.2% |
| 3M | +5.3% | +5.6% | -0.3% | +4.9% |
| 6M | +42.6% | +10.5% | +32.2% | +39.0% |
| YTD | -2.8% | +16.5% | -19.3% | -5.2% |
| 1Y | -19.3% | +96.8% | -116.1% | -14.6% |
| All | -19.3% | +93.8% | -113.1% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling