+6,889.2%
TEVA vs AFL
+18,562.2%
-11,673.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +2.0% | -1.6% | +3.7% | +2.4% |
| 30D | +1.0% | -4.0% | +5.0% | +1.8% |
| 3M | +7.3% | -0.5% | +7.8% | +7.3% |
| 6M | +21.7% | +6.5% | +15.2% | +19.8% |
| YTD | +18.8% | +6.2% | +12.7% | +17.0% |
| 1Y | +86.5% | +8.3% | +78.2% | +82.9% |
| 3Y | +269.4% | +62.5% | +206.9% | +229.1% |
| 5Y | +303.6% | +136.2% | +167.4% | +233.0% |
| 10Y | -22.9% | +301.4% | -324.4% | -43.0% |
| All | +6,889.2% | +18,562.2% | -11,673.0% | +1,770.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling