-9.4%
ABT vs TECH
-42.1%
+32.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.7% | -0.1% | -4.7% | -4.7% |
| 30D | -3.1% | +0.3% | -3.4% | -3.2% |
| 3M | +16.1% | +32.9% | -16.8% | +9.1% |
| 6M | -5.3% | +32.1% | -37.4% | -11.8% |
| YTD | -14.4% | +23.4% | -37.8% | -19.3% |
| 1Y | -18.4% | +34.1% | -52.5% | -24.9% |
| 3Y | +11.2% | +2.2% | +9.0% | +5.6% |
| 5Y | -9.4% | -41.8% | +32.4% | +2.2% |
| All | -9.4% | -42.1% | +32.8% | +2.2% |
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