-2.1%
TEAM vs ALC
-11.3%
+9.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -16.9% | -6.2% | -10.7% | -14.4% |
| 30D | -26.8% | +14.0% | -40.8% | -31.3% |
| 3M | -1.9% | -2.4% | +0.5% | -0.7% |
| 6M | +79.2% | +12.6% | +66.5% | +73.7% |
| YTD | -6.1% | -8.4% | +2.3% | -5.3% |
| 1Y | -2.1% | -9.1% | +7.1% | -1.0% |
| All | -2.1% | -11.3% | +9.2% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling