+503.8%
APP vs TECH
-28.1%
+531.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +10.6% | +0.2% | +10.3% | +10.4% |
| 30D | +44.6% | +0.5% | +44.1% | +44.3% |
| 3M | +29.6% | +1.0% | +28.6% | +29.0% |
| 6M | -19.8% | +54.1% | -73.8% | -36.6% |
| YTD | -41.6% | +24.4% | -66.0% | -49.7% |
| 1Y | -32.7% | +19.3% | -52.0% | -41.0% |
| 3Y | +799.0% | +28.5% | +770.5% | +512.9% |
| 5Y | +250.4% | -41.0% | +291.3% | +373.9% |
| All | +503.8% | -28.1% | +531.9% | +644.6% |
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 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