-2.5%
TEAM vs ALB
+69.7%
-72.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.6% | +0.8% |
| 7D | -4.7% | -8.6% | +3.9% | -4.6% |
| 30D | +17.0% | -4.0% | +21.1% | +17.1% |
| 3M | +85.9% | -17.4% | +103.3% | +86.0% |
| 6M | +116.7% | -25.4% | +142.0% | +114.4% |
| YTD | +9.6% | -10.5% | +20.2% | +6.9% |
| 1Y | -2.5% | +75.8% | -78.4% | -10.1% |
| All | -2.5% | +69.7% | -72.2% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling