+69.8%
AG vs TECH
+187.7%
-117.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.3% | -5.3% |
| 7D | -6.0% | +0.2% | -6.3% | -6.1% |
| 30D | -14.3% | +0.5% | -14.8% | -14.4% |
| 3M | -26.9% | +1.0% | -27.9% | -27.1% |
| 6M | -42.1% | +54.1% | -96.2% | -47.9% |
| YTD | -15.9% | +24.4% | -40.3% | -21.3% |
| 1Y | +11.5% | +19.3% | -7.8% | +5.2% |
| 3Y | +208.0% | +28.5% | +179.5% | +179.0% |
| 5Y | +2.4% | -41.0% | +43.4% | +6.0% |
| All | +69.8% | +187.7% | -117.9% | +62.7% |
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