-50.3%
TEAM vs ALC
-16.0%
-34.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.1% |
| 7D | -0.4% | -2.1% | +1.7% | +1.1% |
| 30D | +67.3% | -0.1% | +67.4% | +68.1% |
| 3M | +86.8% | +5.9% | +80.9% | +80.4% |
| 6M | +146.8% | -15.9% | +162.7% | +175.8% |
| YTD | +16.9% | -10.1% | +27.0% | +24.1% |
| 1Y | +12.8% | -10.2% | +23.0% | +19.0% |
| 3Y | -7.3% | -13.6% | +6.3% | -5.0% |
| All | -50.3% | -16.0% | -34.4% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling