+96.8%
TEVA vs AFL
+11.7%
+85.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | +4.7% | -6.2% | +10.9% | +6.6% |
| 3M | +5.6% | +2.2% | +3.4% | +3.7% |
| 6M | +10.5% | +5.3% | +5.2% | +6.3% |
| YTD | +16.5% | +8.0% | +8.5% | +10.5% |
| 1Y | +96.8% | +10.2% | +86.5% | +85.5% |
| All | +96.8% | +11.7% | +85.1% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling