-45.0%
AFRM vs TEVA
+290.4%
-335.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.5% |
| 7D | -8.5% | -0.7% | -7.8% | -8.2% |
| 30D | -11.4% | -0.4% | -11.0% | -11.2% |
| 3M | +8.2% | +8.2% | 0.0% | +2.9% |
| 6M | +36.6% | +15.3% | +21.3% | +24.8% |
| YTD | -8.7% | +16.5% | -25.1% | -17.5% |
| 1Y | -19.9% | +85.7% | -105.6% | -45.3% |
| 3Y | +202.6% | +277.9% | -75.3% | +10.7% |
| 5Y | -45.0% | +295.5% | -340.6% | -82.1% |
| All | -45.0% | +290.4% | -335.5% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling