-8.4%
TEAM vs ALC
-13.4%
+5.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.5% |
| 7D | -0.4% | -2.1% | +1.7% | +0.6% |
| 30D | +67.3% | -0.1% | +67.4% | +67.8% |
| 3M | +86.8% | +5.9% | +80.9% | +82.8% |
| 6M | +146.8% | -15.9% | +162.7% | +166.3% |
| YTD | +16.9% | -10.1% | +27.0% | +21.9% |
| 1Y | +12.8% | -10.2% | +23.0% | +17.3% |
| All | -8.4% | -13.4% | +5.0% | -2.9% |
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