+34.4%
TECH vs ALM
+347.8%
-313.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.8% | -9.0% | -0.5% |
| 7D | +0.2% | +8.4% | -8.2% | -0.2% |
| 30D | +0.1% | +34.8% | -34.7% | -1.2% |
| 3M | +37.5% | +16.2% | +21.3% | +36.1% |
| 6M | +34.6% | +2.1% | +32.4% | +33.9% |
| YTD | +23.5% | +117.0% | -93.5% | +20.6% |
| 1Y | +34.4% | +313.9% | -279.5% | +26.7% |
| All | +34.4% | +347.8% | -313.4% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling