+57.3%
TEAM vs ALC
+21.6%
+35.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.0% | -5.0% | -5.8% |
| 7D | -5.7% | -3.7% | -2.0% | -3.5% |
| 30D | +18.3% | -3.7% | +22.1% | +21.0% |
| 3M | +80.2% | +4.6% | +75.7% | +76.7% |
| 6M | +111.0% | -14.6% | +125.6% | +129.2% |
| YTD | +8.8% | -11.9% | +20.7% | +15.8% |
| 1Y | +2.2% | -13.1% | +15.3% | +9.2% |
| 3Y | -14.6% | -15.0% | +0.4% | -10.1% |
| 5Y | -53.8% | -16.2% | -37.6% | -51.7% |
| All | +57.3% | +21.6% | +35.7% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling