-65.4%
TEAM vs AGI
+243.7%
-309.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.4% | -10.1% | +7.7% | -0.9% |
| 30D | -26.7% | -6.5% | -20.2% | -26.1% |
| 3M | -9.6% | -12.8% | +3.2% | -8.2% |
| 6M | +86.0% | -34.3% | +120.4% | +94.9% |
| YTD | -7.5% | -25.6% | +18.1% | -6.5% |
| 1Y | -1.4% | -14.2% | +12.9% | -2.8% |
| 3Y | -14.3% | +127.3% | -141.6% | -34.0% |
| All | -65.4% | +243.7% | -309.2% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling