-2.6%
APA vs TECH
+179.6%
-182.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.0% | +3.0% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +9.3% | +0.3% | +9.0% | +9.2% |
| 3M | +23.3% | +32.9% | -9.6% | +12.7% |
| 6M | +39.5% | +32.1% | +7.4% | +25.5% |
| YTD | +87.6% | +23.4% | +64.2% | +71.6% |
| 1Y | +114.2% | +34.1% | +80.2% | +88.8% |
| 3Y | +13.6% | +2.2% | +11.4% | +4.7% |
| 5Y | +175.6% | -41.8% | +217.4% | +199.8% |
| 10Y | -2.6% | +188.9% | -191.6% | -37.8% |
| All | -2.6% | +179.6% | -182.2% | -37.8% |
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