+255.2%
AG vs TECH
+546.6%
-291.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -10.0% | +0.1% | -10.1% | -10.0% |
| 30D | -10.5% | +0.5% | -11.0% | -10.6% |
| 3M | -27.3% | +1.1% | -28.4% | -27.5% |
| 6M | -43.0% | +62.8% | -105.8% | -51.4% |
| YTD | -17.9% | +24.5% | -42.4% | -25.2% |
| 1Y | +11.9% | +20.6% | -8.7% | +2.9% |
| 3Y | +201.8% | +29.5% | +172.3% | +160.0% |
| 5Y | -0.1% | -40.9% | +40.9% | +9.3% |
| 10Y | +72.7% | +189.5% | -116.8% | -5.6% |
| All | +255.2% | +546.6% | -291.4% | +15.4% |
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 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