+147.1%
AMAT vs TECH
-41.0%
+188.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +11.4% | +0.1% | +11.2% | +11.3% |
| 30D | -17.0% | +0.5% | -17.6% | -17.2% |
| 3M | -30.6% | +1.1% | -31.7% | -30.9% |
| 6M | -14.9% | +62.8% | -77.8% | -31.1% |
| YTD | +44.7% | +24.5% | +20.2% | +27.5% |
| 1Y | +66.9% | +20.6% | +46.2% | +49.0% |
| 3Y | +153.3% | +29.5% | +123.8% | +103.2% |
| All | +147.1% | -41.0% | +188.1% | +183.7% |
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