+1,362.0%
AMAT vs TECH
+187.7%
+1,174.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.6% | -3.6% |
| 7D | +19.3% | +0.2% | +19.1% | +19.2% |
| 30D | -17.9% | +0.5% | -18.4% | -18.1% |
| 3M | -30.4% | +1.0% | -31.4% | -30.8% |
| 6M | -11.4% | +54.1% | -65.5% | -29.5% |
| YTD | +48.8% | +24.4% | +24.4% | +27.3% |
| 1Y | +66.0% | +19.3% | +46.7% | +45.1% |
| 3Y | +158.8% | +28.5% | +130.3% | +99.7% |
| 5Y | +153.2% | -41.0% | +194.1% | +209.6% |
| All | +1,362.0% | +187.7% | +1,174.3% | +509.0% |
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