+443.6%
TEAM vs ALM
+2,100.8%
-1,657.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.2% | -1.7% |
| 7D | -2.4% | +1.2% | -3.6% | -2.4% |
| 30D | -26.7% | -19.3% | -7.4% | -26.4% |
| 3M | -9.6% | -40.6% | +31.0% | -9.0% |
| 6M | +86.0% | -57.9% | +144.0% | +88.3% |
| YTD | -7.5% | -6.7% | -0.8% | -9.3% |
| 1Y | -1.4% | +20.2% | -21.5% | -4.2% |
| 3Y | -14.3% | +879.4% | -893.8% | -22.8% |
| 5Y | -66.3% | +415.3% | -481.6% | -69.5% |
| All | +443.6% | +2,100.8% | -1,657.2% | +365.0% |
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