+802.8%
TEAM vs ALM
+3,785.0%
-2,982.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.6% |
| 7D | -0.4% | -2.6% | +2.2% | -0.4% |
| 30D | +67.3% | +32.0% | +35.3% | +66.0% |
| 3M | +86.8% | -15.0% | +101.8% | +87.1% |
| 6M | +146.8% | -10.1% | +156.9% | +145.6% |
| YTD | +16.9% | +99.4% | -82.5% | +12.6% |
| 1Y | +12.8% | +316.4% | -303.6% | +5.3% |
| 3Y | -7.3% | +2,022.0% | -2,029.3% | -19.8% |
| 5Y | -50.7% | +941.2% | -991.9% | -56.8% |
| 10Y | +529.8% | +2,950.3% | -2,420.5% | +406.0% |
| All | +802.8% | +3,785.0% | -2,982.3% | +587.2% |
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