-14.3%
TEAM vs ALC
+4.4%
-18.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -2.9% |
| 7D | -2.4% | -1.1% | -1.3% | -2.0% |
| 30D | -26.7% | +16.0% | -42.8% | -31.7% |
| 3M | -9.6% | +0.8% | -10.4% | -10.2% |
| 6M | +86.0% | +16.8% | +69.2% | +74.2% |
| YTD | -7.5% | -5.5% | -2.0% | -6.3% |
| 1Y | -1.4% | -5.3% | +3.9% | -0.3% |
| 3Y | -14.3% | +4.1% | -18.4% | -20.2% |
| All | -14.3% | +4.4% | -18.7% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling