-52.7%
TEAM vs AU
+673.1%
-725.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.4% |
| 7D | -7.8% | -7.0% | -0.8% | -7.2% |
| 30D | +16.5% | +7.3% | +9.3% | +15.7% |
| 3M | +96.2% | +33.2% | +63.0% | +92.3% |
| 6M | +130.2% | -0.6% | +130.8% | +128.5% |
| YTD | +10.7% | +26.2% | -15.4% | +6.7% |
| 1Y | +3.0% | +68.3% | -65.3% | -4.3% |
| 3Y | -13.1% | +592.1% | -605.2% | -34.7% |
| 5Y | -52.7% | +685.3% | -738.0% | -64.0% |
| All | -52.7% | +673.1% | -725.9% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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