-53.2%
TEAM vs AGI
+406.3%
-459.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.3% |
| 3M | +85.9% | +5.6% | +80.3% | +84.0% |
| 6M | +116.7% | -27.7% | +144.3% | +123.0% |
| YTD | +9.6% | -4.1% | +13.7% | +7.4% |
| 1Y | -2.5% | +13.8% | -16.3% | -7.8% |
| 3Y | -14.0% | +217.0% | -231.0% | -34.7% |
| All | -53.2% | +406.3% | -459.6% | -66.3% |
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