-11.4%
TEAM vs AA
+52.9%
-64.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +2.9% | -19.1% | -16.7% |
| 7D | -19.8% | +0.9% | -20.7% | -20.1% |
| 30D | -21.5% | -6.7% | -14.8% | -20.6% |
| 3M | +39.5% | -16.3% | +55.8% | +43.8% |
| 6M | +73.1% | -37.1% | +110.2% | +86.7% |
| YTD | -5.2% | -25.0% | +19.8% | -4.4% |
| 1Y | -1.6% | +8.6% | -10.1% | -11.3% |
| 3Y | -11.4% | +57.2% | -68.7% | -34.2% |
| All | -11.4% | +52.9% | -64.3% | -34.2% |
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