-11.4%
TEAM vs ALC
+2.3%
-13.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.1% | -14.1% | -15.2% |
| 7D | -19.8% | +4.9% | -24.7% | -21.6% |
| 30D | -21.5% | +19.0% | -40.5% | -27.7% |
| 3M | +39.5% | +7.8% | +31.7% | +34.9% |
| 6M | +73.1% | +14.6% | +58.5% | +63.2% |
| YTD | -5.2% | -4.4% | -0.8% | -4.4% |
| 1Y | -1.6% | +1.4% | -3.0% | -3.6% |
| 3Y | -11.4% | +2.5% | -14.0% | -17.3% |
| All | -11.4% | +2.3% | -13.7% | -17.3% |
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