+69.8%
TEVA vs AFL
+16.4%
+53.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.3% |
| 7D | +0.7% | +2.2% | -1.4% | +0.5% |
| 30D | +6.8% | +11.1% | -4.3% | +5.5% |
| 3M | +20.3% | +1.0% | +19.3% | +20.5% |
| 6M | +16.5% | +11.4% | +5.1% | +13.4% |
| YTD | +33.9% | +16.3% | +17.6% | +28.6% |
| 1Y | +69.8% | +15.9% | +54.0% | +63.9% |
| All | +69.8% | +16.4% | +53.5% | +63.9% |
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