-14.8%
AA vs TECH
-40.1%
+25.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.8% | +2.8% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | -6.7% | +0.3% | -7.0% | -6.8% |
| 3M | -16.3% | +1.3% | -17.7% | -16.8% |
| 6M | -37.1% | +54.0% | -91.1% | -48.9% |
| YTD | -25.0% | +24.3% | -49.3% | -34.3% |
| 1Y | +8.6% | +25.8% | -17.2% | -5.6% |
| 3Y | +57.2% | +26.0% | +31.3% | +28.0% |
| All | -14.8% | -40.1% | +25.3% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling