+2.2%
TEAM vs ALM
+347.8%
-345.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +8.8% | -15.8% | -6.5% |
| 7D | -5.7% | +8.4% | -14.1% | -5.3% |
| 30D | +18.3% | +34.8% | -16.5% | +20.1% |
| 3M | +80.2% | +16.2% | +64.0% | +82.5% |
| 6M | +111.0% | +2.1% | +108.8% | +111.3% |
| YTD | +8.8% | +117.0% | -108.2% | +2.1% |
| 1Y | +2.2% | +313.9% | -311.7% | -4.5% |
| All | +2.2% | +347.8% | -345.6% | -4.5% |
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 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