+475.2%
TEAM vs ALM
+3,219.4%
-2,744.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +8.8% | -15.8% | -7.1% |
| 7D | -5.7% | +8.4% | -14.1% | -5.8% |
| 30D | +18.3% | +34.8% | -16.5% | +17.6% |
| 3M | +80.2% | +16.2% | +64.0% | +79.2% |
| 6M | +111.0% | +2.1% | +108.8% | +109.5% |
| YTD | +8.8% | +117.0% | -108.2% | +5.2% |
| 1Y | +2.2% | +313.9% | -311.7% | -3.5% |
| 3Y | -14.6% | +2,327.9% | -2,342.5% | -24.4% |
| 5Y | -53.8% | +1,040.6% | -1,094.4% | -58.7% |
| 10Y | +475.2% | +3,219.4% | -2,744.2% | +394.0% |
| All | +475.2% | +3,219.4% | -2,744.2% | +394.0% |
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