+740.1%
TEAM vs AGI
+1,107.1%
-367.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.5% | -6.9% |
| 7D | -5.7% | +4.4% | -10.1% | -5.8% |
| 30D | +18.3% | +10.0% | +8.4% | +17.8% |
| 3M | +80.2% | +1.7% | +78.5% | +79.9% |
| 6M | +111.0% | -26.8% | +137.8% | +112.8% |
| YTD | +8.8% | -5.3% | +14.1% | +8.3% |
| 1Y | +2.2% | +11.5% | -9.3% | +0.8% |
| 3Y | -14.6% | +212.9% | -227.5% | -19.6% |
| 5Y | -53.8% | +388.8% | -442.6% | -57.0% |
| 10Y | +475.2% | +383.6% | +91.7% | +450.4% |
| All | +740.1% | +1,107.1% | -367.0% | +827.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling