+607.6%
TEAM vs AA
+106.3%
+501.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -3.3% |
| 7D | -22.2% | +1.2% | -23.5% | -22.5% |
| 30D | -28.1% | -5.0% | -23.1% | -27.6% |
| 3M | -2.2% | -22.2% | +20.1% | +1.7% |
| 6M | +62.2% | -36.3% | +98.6% | +73.2% |
| YTD | -8.4% | -24.2% | +15.8% | -6.6% |
| 1Y | -6.6% | +3.9% | -10.5% | -10.8% |
| 3Y | -15.7% | +67.6% | -83.3% | -28.4% |
| 5Y | -65.7% | -8.8% | -56.9% | -68.4% |
| 10Y | +441.0% | +45.0% | +396.0% | +327.8% |
| All | +607.6% | +106.3% | +501.3% | +382.3% |
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 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