-65.3%
TEAM vs ALB
-61.7%
-3.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.9% | -17.0% | -16.4% |
| 7D | -19.8% | +9.1% | -28.9% | -21.9% |
| 30D | -21.5% | -3.4% | -18.1% | -20.9% |
| 3M | +39.5% | -20.6% | +60.1% | +48.0% |
| 6M | +73.1% | -48.2% | +121.2% | +105.0% |
| YTD | -5.2% | -29.2% | +24.0% | -1.7% |
| 1Y | -1.6% | +10.0% | -11.6% | -13.0% |
| 3Y | -11.4% | -12.9% | +1.5% | -25.0% |
| All | -65.3% | -61.7% | -3.5% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling