-65.4%
TEAM vs ALB
-64.0%
-1.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -2.4% | -5.8% | +3.4% | -0.8% |
| 30D | -26.7% | -4.5% | -22.2% | -25.9% |
| 3M | -9.6% | -28.1% | +18.4% | -1.8% |
| 6M | +86.0% | -53.2% | +139.2% | +126.8% |
| YTD | -7.5% | -33.3% | +25.8% | -2.5% |
| 1Y | -1.4% | -17.4% | +16.1% | -3.8% |
| 3Y | -14.3% | -14.1% | -0.2% | -27.9% |
| All | -65.4% | -64.0% | -1.5% | -58.2% |
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