-2.7%
TEAM vs ALM
+21.0%
-23.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.1% | -7.3% | +1.3% |
| 7D | -17.2% | +0.7% | -17.9% | -17.1% |
| 30D | -25.1% | -26.1% | +1.0% | -26.6% |
| 3M | +3.9% | -38.1% | +42.0% | +0.8% |
| 6M | +69.1% | -55.4% | +124.5% | +62.9% |
| YTD | -4.5% | -0.4% | -4.1% | -15.0% |
| All | -2.7% | +21.0% | -23.7% | -13.6% |
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