+625.9%
TEAM vs AG
+343.4%
+282.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.7% |
| 7D | -19.7% | -4.0% | -15.7% | -19.5% |
| 30D | -26.6% | -13.1% | -13.6% | -25.9% |
| 3M | -1.1% | -22.0% | +21.0% | +0.6% |
| 6M | +74.6% | -37.3% | +111.9% | +79.7% |
| YTD | -6.0% | -11.2% | +5.2% | -7.3% |
| 1Y | -3.2% | +23.9% | -27.2% | -7.5% |
| 3Y | -13.5% | +225.1% | -238.7% | -26.4% |
| 5Y | -65.5% | +7.7% | -73.2% | -69.1% |
| 10Y | +454.5% | +86.9% | +367.6% | +386.2% |
| All | +625.9% | +343.4% | +282.5% | +628.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling