-11.0%
TEAM vs ALHC
-28.9%
+18.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -0.4% | -0.6% | +0.1% | -0.4% |
| 30D | +67.3% | -1.0% | +68.3% | +67.6% |
| 3M | +86.8% | -10.2% | +96.9% | +85.7% |
| 6M | +146.8% | -28.3% | +175.1% | +149.8% |
| YTD | +16.9% | -31.4% | +48.4% | +18.9% |
| 1Y | +12.8% | -16.9% | +29.7% | +9.5% |
| 3Y | -7.3% | +135.5% | -142.8% | -39.7% |
| 5Y | -50.7% | -33.6% | -17.1% | -59.0% |
| All | -11.0% | -28.9% | +18.0% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 all: compounded portfolio wealth divided by compounded ALHC 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…
all analysis · Full analysis span regression · 6 months rolling