+126.7%
AMAT vs TECH
-40.1%
+166.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.1% | +4.1% |
| 7D | -14.7% | +0.2% | -14.9% | -14.8% |
| 30D | -36.1% | +0.3% | -36.4% | -36.2% |
| 3M | -36.9% | +1.3% | -38.2% | -37.2% |
| 6M | -22.2% | +54.0% | -76.2% | -35.9% |
| YTD | +29.9% | +24.3% | +5.6% | +14.6% |
| 1Y | +43.3% | +25.8% | +17.5% | +25.2% |
| 3Y | +142.7% | +26.0% | +116.7% | +97.7% |
| All | +126.7% | -40.1% | +166.8% | +161.4% |
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