+631.8%
TEAM vs A
+362.7%
+269.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +1.7% | -17.9% | -17.3% |
| 7D | -19.8% | -0.1% | -19.8% | -20.0% |
| 30D | -21.5% | +3.4% | -24.9% | -23.4% |
| 3M | +39.5% | +23.8% | +15.7% | +20.4% |
| 6M | +73.1% | +49.0% | +24.1% | +29.3% |
| YTD | -5.2% | +29.4% | -34.6% | -22.6% |
| 1Y | -1.6% | +19.4% | -20.9% | -15.3% |
| 3Y | -11.4% | +66.2% | -77.6% | -43.4% |
| 5Y | -65.1% | +15.8% | -80.9% | -70.5% |
| 10Y | +471.3% | +326.1% | +145.2% | +94.4% |
| All | +631.8% | +362.7% | +269.1% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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