-53.8%
TEAM vs ALC
-15.6%
-38.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.0% | -5.0% | -5.5% |
| 7D | -5.7% | -3.7% | -2.0% | -3.1% |
| 30D | +18.3% | -3.7% | +22.1% | +21.6% |
| 3M | +80.2% | +4.6% | +75.7% | +75.8% |
| 6M | +111.0% | -14.6% | +125.6% | +133.4% |
| YTD | +8.8% | -11.9% | +20.7% | +17.2% |
| 1Y | +2.2% | -13.1% | +15.3% | +10.6% |
| 3Y | -14.6% | -15.0% | +0.4% | -11.4% |
| 5Y | -53.8% | -16.2% | -37.6% | -49.4% |
| All | -53.8% | -15.6% | -38.1% | -49.4% |
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