-25.2%
AFRM vs TEVA
+209.4%
-234.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | +3.1% | +1.6% | +1.5% | +2.3% |
| 30D | -4.2% | +4.0% | -8.2% | -6.1% |
| 3M | +10.1% | +10.5% | -0.4% | +3.5% |
| 6M | +39.4% | +18.4% | +21.0% | +25.6% |
| YTD | -3.2% | +17.8% | -20.9% | -13.1% |
| 1Y | -16.1% | +90.5% | -106.5% | -43.4% |
| 3Y | +220.8% | +282.1% | -61.3% | +20.4% |
| 5Y | -17.7% | +291.9% | -309.6% | -71.1% |
| All | -25.2% | +209.4% | -234.6% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling