+134.9%
AS vs TECH
+10.0%
+124.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +6.9% | +0.2% | +6.8% | +6.9% |
| 30D | +16.0% | +0.3% | +15.7% | +15.9% |
| 3M | -12.8% | +1.3% | -14.2% | -13.1% |
| 6M | -15.4% | +54.0% | -69.3% | -23.5% |
| YTD | -15.7% | +24.3% | -40.0% | -21.1% |
| 1Y | +6.1% | +25.8% | -19.7% | -1.1% |
| All | +134.9% | +10.0% | +124.8% | +119.0% |
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