+802.8%
TEAM vs AR
+111.4%
+691.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.6% |
| 7D | -0.4% | +2.5% | -2.9% | -0.6% |
| 30D | +67.3% | +14.8% | +52.5% | +65.5% |
| 3M | +86.8% | +6.2% | +80.6% | +85.7% |
| 6M | +146.8% | +4.3% | +142.5% | +145.5% |
| YTD | +16.9% | +14.4% | +2.6% | +15.4% |
| 1Y | +12.8% | +21.3% | -8.5% | +10.6% |
| 3Y | -7.3% | +39.8% | -47.1% | -10.4% |
| 5Y | -50.7% | +142.1% | -192.8% | -53.5% |
| 10Y | +529.8% | +52.0% | +477.8% | +506.9% |
| All | +802.8% | +111.4% | +691.3% | +783.3% |
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 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