-50.3%
TEAM vs ALB
-44.4%
-5.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -1.3% |
| 7D | -0.4% | -8.1% | +7.6% | +1.9% |
| 30D | +67.3% | +6.3% | +61.0% | +64.4% |
| 3M | +86.8% | -23.6% | +110.4% | +100.0% |
| 6M | +146.8% | -24.6% | +171.4% | +159.6% |
| YTD | +16.9% | -10.3% | +27.2% | +14.1% |
| 1Y | +12.8% | +61.5% | -48.7% | -12.9% |
| 3Y | -7.3% | -34.0% | +26.7% | -4.5% |
| All | -50.3% | -44.4% | -5.9% | -48.3% |
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