+607.6%
TEAM vs ALM
+1,699.9%
-1,092.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.2% | +3.2% | -3.9% |
| 7D | -22.2% | -6.3% | -15.9% | -22.1% |
| 30D | -28.1% | -31.4% | +3.3% | -27.5% |
| 3M | -2.2% | -40.6% | +38.4% | -1.2% |
| 6M | +62.2% | -58.6% | +120.9% | +64.8% |
| YTD | -8.4% | -7.6% | -0.7% | -10.2% |
| 1Y | -6.6% | +13.8% | -20.5% | -9.4% |
| 3Y | -15.7% | +842.1% | -857.8% | -25.5% |
| 5Y | -65.7% | +407.4% | -473.1% | -69.5% |
| 10Y | +441.0% | +2,079.4% | -1,638.4% | +327.3% |
| All | +607.6% | +1,699.9% | -1,092.3% | +447.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling