+467.0%
TEAM vs ALM
+2,221.4%
-1,754.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.1% | -7.3% | +0.6% |
| 7D | -17.2% | +0.7% | -17.9% | -17.2% |
| 30D | -25.1% | -26.1% | +1.0% | -24.7% |
| 3M | +3.9% | -38.1% | +42.0% | +4.6% |
| 6M | +69.1% | -55.4% | +124.5% | +71.0% |
| YTD | -4.5% | -0.4% | -4.1% | -6.5% |
| 1Y | -1.9% | +25.4% | -27.2% | -4.7% |
| 3Y | -9.3% | +907.8% | -917.1% | -18.3% |
| 5Y | -65.2% | +440.2% | -505.3% | -68.4% |
| 10Y | +467.0% | +2,031.1% | -1,564.2% | +388.5% |
| All | +467.0% | +2,221.4% | -1,754.4% | +388.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling