+147.1%
AMAT vs TECH
-41.1%
+188.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.1% | +11.3% | +11.3% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -26.9% | +0.5% | -27.4% | -27.1% |
| 3M | -31.2% | +0.9% | -32.1% | -31.4% |
| 6M | -14.7% | +51.0% | -65.8% | -28.8% |
| YTD | +44.7% | +24.4% | +20.3% | +27.5% |
| 1Y | +62.0% | +27.6% | +34.4% | +40.6% |
| 3Y | +165.0% | +29.9% | +135.0% | +112.2% |
| 5Y | +147.1% | -40.6% | +187.7% | +184.5% |
| All | +147.1% | -41.1% | +188.2% | +184.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling