+264.0%
AG vs TECH
+546.3%
-282.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.5% |
| 3M | -26.9% | +1.0% | -27.9% | -27.1% |
| 6M | -42.1% | +54.1% | -96.2% | -49.8% |
| YTD | -15.9% | +24.4% | -40.3% | -23.3% |
| 1Y | +11.5% | +19.3% | -7.8% | +2.9% |
| 3Y | +208.0% | +28.5% | +179.5% | +166.0% |
| 5Y | +2.4% | -41.0% | +43.4% | +12.1% |
| 10Y | +77.0% | +189.3% | -112.3% | -3.2% |
| All | +264.0% | +546.3% | -282.2% | +18.3% |
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