+184.6%
AFRM vs TEVA
+417.4%
-232.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.1% | -1.7% |
| 7D | -4.4% | +4.4% | -8.8% | -5.6% |
| 30D | -7.7% | +9.3% | -16.9% | -10.1% |
| 3M | -16.9% | +21.9% | -38.7% | -21.4% |
| 6M | +2.5% | +22.8% | -20.3% | -3.6% |
| YTD | -12.5% | +42.6% | -55.1% | -21.7% |
| 1Y | -11.0% | +74.2% | -85.3% | -24.7% |
| 3Y | +184.6% | +404.5% | -220.0% | +28.5% |
| All | +184.6% | +417.4% | -232.9% | +28.5% |
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