+445.6%
AG vs TECH
+542.6%
-97.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +19.2% | +0.7% | +18.5% | +19.0% |
| 3M | +6.2% | +36.3% | -30.2% | -4.3% |
| 6M | -26.7% | +25.6% | -52.3% | -33.4% |
| YTD | +26.1% | +23.7% | +2.4% | +15.1% |
| 1Y | +131.7% | +37.6% | +94.0% | +102.9% |
| 3Y | +255.3% | -6.6% | +261.9% | +241.3% |
| 5Y | +61.9% | -42.2% | +104.2% | +78.0% |
| 10Y | +72.0% | +187.6% | -115.5% | -6.0% |
| All | +445.6% | +542.6% | -97.0% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling