-28.1%
TEAM vs AS
+133.7%
-161.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -3.0% |
| 7D | -10.2% | +7.1% | -17.3% | -11.6% |
| 30D | -5.5% | +12.8% | -18.3% | -8.2% |
| 3M | +61.7% | -14.7% | +76.5% | +67.4% |
| 6M | +98.5% | -9.9% | +108.4% | +102.4% |
| YTD | +13.0% | -16.1% | +29.2% | +16.3% |
| 1Y | +13.5% | +0.2% | +13.4% | +11.3% |
| All | -28.1% | +133.7% | -161.8% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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