-25.9%
AFRM vs TEVA
+212.2%
-238.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.0% | +4.0% |
| 7D | -1.3% | +2.0% | -3.3% | -2.2% |
| 30D | -2.7% | +1.0% | -3.6% | -3.1% |
| 3M | +7.4% | +7.3% | +0.1% | +2.6% |
| 6M | +40.7% | +21.7% | +18.9% | +25.0% |
| YTD | -4.0% | +18.8% | -22.9% | -14.2% |
| 1Y | -12.2% | +86.5% | -98.7% | -40.0% |
| 3Y | +203.1% | +269.4% | -66.3% | +16.9% |
| 5Y | -42.2% | +303.6% | -345.8% | -80.0% |
| All | -25.9% | +212.2% | -238.1% | -71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling