+631.8%
TEAM vs ALB
+127.5%
+504.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.9% | -17.0% | -16.4% |
| 7D | -19.8% | +9.1% | -28.9% | -21.7% |
| 30D | -21.5% | -3.4% | -18.1% | -21.0% |
| 3M | +39.5% | -20.6% | +60.1% | +47.1% |
| 6M | +73.1% | -48.2% | +121.2% | +101.5% |
| YTD | -5.2% | -29.2% | +24.0% | -1.4% |
| 1Y | -1.6% | +10.0% | -11.6% | -10.3% |
| 3Y | -11.4% | -12.9% | +1.5% | -21.3% |
| 5Y | -65.1% | -61.3% | -3.8% | -61.4% |
| 10Y | +471.3% | +35.8% | +435.5% | +336.0% |
| All | +631.8% | +127.5% | +504.3% | +359.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling