+12.8%
TEAM vs ALM
+318.3%
-305.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.7% |
| 7D | -0.4% | -2.6% | +2.2% | -0.6% |
| 30D | +67.3% | +32.0% | +35.3% | +69.4% |
| 3M | +86.8% | -15.0% | +101.8% | +87.8% |
| 6M | +146.8% | -10.1% | +156.9% | +146.6% |
| YTD | +16.9% | +99.4% | -82.5% | +9.6% |
| 1Y | +12.8% | +316.4% | -303.6% | +6.8% |
| All | +12.8% | +318.3% | -305.5% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling