-53.1%
TEAM vs AG
+69.4%
-122.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.3% | +0.5% |
| 7D | -4.7% | -0.1% | -4.6% | -4.6% |
| 30D | +17.0% | +12.5% | +4.6% | +15.1% |
| 3M | +85.9% | +28.2% | +57.7% | +79.5% |
| 6M | +116.7% | -18.8% | +135.5% | +119.4% |
| YTD | +9.6% | +27.4% | -17.8% | +1.6% |
| 1Y | -2.5% | +132.2% | -134.7% | -19.8% |
| 3Y | -14.0% | +286.9% | -300.8% | -40.7% |
| 5Y | -53.1% | +72.8% | -125.9% | -65.0% |
| All | -53.1% | +69.4% | -122.5% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 5y: compounded portfolio wealth divided by compounded AG 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…
5y analysis · Full analysis span regression · 6 months rolling