+132.3%
AA vs TECH
+179.6%
-47.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -0.6% | -0.1% | -0.6% | -0.6% |
| 30D | -1.6% | +0.3% | -1.8% | -1.7% |
| 3M | -29.8% | +32.9% | -62.7% | -38.9% |
| 6M | -16.6% | +32.1% | -48.7% | -28.9% |
| YTD | -4.0% | +23.4% | -27.4% | -16.0% |
| 1Y | +63.5% | +34.1% | +29.5% | +36.6% |
| 3Y | +86.8% | +2.2% | +84.6% | +69.9% |
| 5Y | +12.4% | -41.8% | +54.2% | +28.6% |
| 10Y | +132.3% | +188.9% | -56.6% | +13.3% |
| All | +132.3% | +179.6% | -47.2% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling