+802.8%
TEAM vs AA
+157.2%
+645.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.2% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | +67.3% | +5.0% | +62.3% | +65.9% |
| 3M | +86.8% | -35.8% | +122.6% | +100.7% |
| 6M | +146.8% | -18.4% | +165.2% | +151.3% |
| YTD | +16.9% | -5.5% | +22.4% | +15.0% |
| 1Y | +12.8% | +61.0% | -48.2% | -0.8% |
| 3Y | -7.3% | +66.2% | -73.5% | -21.2% |
| 5Y | -50.7% | +11.4% | -62.1% | -56.2% |
| 10Y | +529.8% | +116.9% | +413.0% | +349.9% |
| All | +802.8% | +157.2% | +645.6% | +494.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling