+196.7%
TECH vs ALM
+2,221.4%
-2,024.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.1% | -8.0% | 0.0% |
| 7D | +0.2% | +0.7% | -0.5% | +0.2% |
| 30D | +0.5% | -26.1% | +26.6% | +0.9% |
| 3M | +0.9% | -38.1% | +39.0% | +1.4% |
| 6M | +51.0% | -55.4% | +106.5% | +52.4% |
| YTD | +24.4% | -0.4% | +24.8% | +24.2% |
| 1Y | +27.6% | +25.4% | +2.2% | +27.1% |
| 3Y | +29.9% | +907.8% | -877.8% | +26.2% |
| 5Y | -40.6% | +440.2% | -480.8% | -42.2% |
| 10Y | +196.7% | +2,031.1% | -1,834.4% | +184.3% |
| All | +196.7% | +2,221.4% | -2,024.7% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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