+631.8%
TEAM vs AR
+93.6%
+538.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.8% | -15.3% | -16.1% |
| 7D | -19.8% | -14.3% | -5.6% | -18.9% |
| 30D | -21.5% | +1.4% | -22.9% | -21.6% |
| 3M | +39.5% | +3.4% | +36.1% | +39.0% |
| 6M | +73.1% | -2.1% | +75.1% | +72.9% |
| YTD | -5.2% | +4.7% | -9.9% | -5.9% |
| 1Y | -1.6% | +10.6% | -12.1% | -2.8% |
| 3Y | -11.4% | +24.6% | -36.0% | -13.8% |
| 5Y | -65.1% | +71.9% | -137.0% | -66.6% |
| 10Y | +471.3% | +46.4% | +424.9% | +452.8% |
| All | +631.8% | +93.6% | +538.2% | +620.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling