+83.0%
ALB vs TECH
+178.6%
-95.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | -1.2% | +0.1% | -1.3% | -1.2% |
| 3M | -13.3% | +37.5% | -50.8% | -27.4% |
| 6M | -19.8% | +34.6% | -54.3% | -34.1% |
| YTD | -7.9% | +23.5% | -31.4% | -21.0% |
| 1Y | +60.2% | +34.4% | +25.8% | +29.2% |
| 3Y | -26.4% | +2.3% | -28.7% | -32.5% |
| 5Y | -42.5% | -41.7% | -0.8% | -32.9% |
| 10Y | +83.0% | +177.6% | -94.6% | +10.8% |
| All | +83.0% | +178.6% | -95.6% | +10.8% |
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