-65.8%
TEAM vs AR
+101.6%
-167.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | -16.9% | +6.4% | -23.3% | -17.9% |
| 30D | -26.8% | +3.1% | -29.9% | -27.4% |
| 3M | -1.9% | +3.3% | -5.2% | -2.9% |
| 6M | +79.2% | +6.6% | +72.6% | +75.7% |
| YTD | -6.1% | +12.3% | -18.4% | -9.6% |
| 1Y | -2.1% | +12.3% | -14.4% | -5.9% |
| 3Y | -13.6% | +50.4% | -64.1% | -24.0% |
| 5Y | -65.8% | +101.0% | -166.8% | -74.3% |
| All | -65.8% | +101.6% | -167.4% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 5y: compounded portfolio wealth divided by compounded AR 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…
5y analysis · Full analysis span regression · 6 months rolling