+527.5%
APP vs TECH
-28.1%
+555.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.9% | +3.9% |
| 7D | +4.6% | +0.1% | +4.4% | +4.5% |
| 30D | +56.0% | +0.5% | +55.5% | +55.7% |
| 3M | +30.8% | +1.1% | +29.7% | +30.2% |
| 6M | -9.8% | +62.8% | -72.6% | -30.8% |
| YTD | -39.3% | +24.5% | -63.7% | -47.8% |
| 1Y | -26.4% | +20.6% | -47.1% | -36.0% |
| 3Y | +887.9% | +29.5% | +858.5% | +568.8% |
| 5Y | +264.1% | -40.9% | +305.0% | +392.3% |
| All | +527.5% | -28.1% | +555.5% | +673.6% |
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