-65.3%
TEAM vs ALC
-11.2%
-54.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.1% | -14.1% | -14.7% |
| 7D | -19.8% | +4.9% | -24.7% | -22.5% |
| 30D | -21.5% | +19.0% | -40.5% | -30.8% |
| 3M | +39.5% | +7.8% | +31.7% | +32.3% |
| 6M | +73.1% | +14.6% | +58.5% | +56.8% |
| YTD | -5.2% | -4.4% | -0.8% | -4.1% |
| 1Y | -1.6% | +1.4% | -3.0% | -5.2% |
| 3Y | -11.4% | +2.5% | -14.0% | -22.9% |
| All | -65.3% | -11.2% | -54.1% | -63.1% |
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