+69.5%
AME vs TECH
-40.1%
+109.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | -5.2% | +0.2% | -5.3% | -5.2% |
| 30D | -8.0% | +0.3% | -8.4% | -8.1% |
| 3M | -8.9% | +1.3% | -10.2% | -9.1% |
| 6M | -5.0% | +54.0% | -59.0% | -13.6% |
| YTD | +11.9% | +24.3% | -12.4% | +5.3% |
| 1Y | +16.6% | +25.8% | -9.2% | +9.3% |
| 3Y | +62.5% | +26.0% | +36.5% | +44.6% |
| All | +69.5% | -40.1% | +109.6% | +81.6% |
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