-14.6%
TEAM vs AA
+89.1%
-103.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.5% | -10.5% | -7.7% |
| 7D | -5.7% | +1.7% | -7.3% | -6.0% |
| 30D | +18.3% | +3.3% | +15.0% | +17.1% |
| 3M | +80.2% | -29.4% | +109.6% | +92.7% |
| 6M | +111.0% | -12.8% | +123.8% | +111.6% |
| YTD | +8.8% | -2.1% | +10.9% | +4.5% |
| 1Y | +2.2% | +62.8% | -60.6% | -17.2% |
| 3Y | -14.6% | +90.5% | -105.1% | -38.3% |
| All | -14.6% | +89.1% | -103.7% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3y: compounded portfolio wealth divided by compounded AA 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…
3y analysis · Full analysis span regression · 6 months rolling