-50.3%
TEAM vs AR
+143.7%
-194.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -0.4% | +2.5% | -2.9% | -0.9% |
| 30D | +67.3% | +14.8% | +52.5% | +62.8% |
| 3M | +86.8% | +6.2% | +80.6% | +84.0% |
| 6M | +146.8% | +4.3% | +142.5% | +143.3% |
| YTD | +16.9% | +14.4% | +2.6% | +12.9% |
| 1Y | +12.8% | +21.3% | -8.5% | +7.0% |
| 3Y | -7.3% | +39.8% | -47.1% | -16.0% |
| All | -50.3% | +143.7% | -194.1% | -56.8% |
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