+637.6%
TEAM vs AG
+376.5%
+261.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +0.4% |
| 7D | -17.2% | +10.8% | -28.0% | -17.9% |
| 30D | -25.1% | -8.2% | -16.9% | -24.7% |
| 3M | +3.9% | -13.7% | +17.6% | +4.8% |
| 6M | +69.1% | -27.3% | +96.4% | +72.0% |
| YTD | -4.5% | -4.6% | +0.1% | -6.3% |
| 1Y | -1.9% | +39.4% | -41.2% | -7.1% |
| 3Y | -9.3% | +244.1% | -253.4% | -23.1% |
| 5Y | -65.2% | +16.8% | -81.9% | -69.0% |
| 10Y | +467.0% | +71.7% | +395.3% | +393.6% |
| All | +637.6% | +376.5% | +261.2% | +636.1% |
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