+189.1%
AFRM vs TEVA
+278.3%
-89.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.5% |
| 7D | -8.0% | -1.7% | -6.3% | -7.6% |
| 30D | -9.8% | +2.0% | -11.7% | -10.3% |
| 3M | +4.7% | +7.0% | -2.3% | +2.4% |
| 6M | +34.1% | +17.0% | +17.1% | +27.3% |
| YTD | -8.4% | +18.1% | -26.5% | -13.6% |
| 1Y | -22.9% | +87.2% | -110.2% | -37.1% |
| All | +189.1% | +278.3% | -89.2% | +55.0% |
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