-17.0%
TEAM vs AGI
+214.4%
-231.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -4.7% | +2.2% | -6.9% | -4.9% |
| 30D | +17.0% | +11.3% | +5.8% | +15.7% |
| 3M | +85.9% | +5.6% | +80.3% | +84.3% |
| 6M | +116.7% | -27.7% | +144.3% | +119.8% |
| YTD | +9.6% | -4.1% | +13.7% | +7.2% |
| 1Y | -2.5% | +13.8% | -16.3% | -7.5% |
| All | -17.0% | +214.4% | -231.3% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 3y: compounded portfolio wealth divided by compounded AGI 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…
3y analysis · Full analysis span regression · 6 months rolling