-41.2%
TECH vs ALM
+396.4%
-437.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | +0.1% |
| 7D | +0.2% | -6.7% | +6.8% | +0.3% |
| 30D | +0.3% | -32.9% | +33.2% | +1.1% |
| 3M | +1.3% | -39.5% | +40.8% | +2.2% |
| 6M | +54.0% | -62.0% | +116.0% | +56.3% |
| YTD | +24.3% | -7.8% | +32.1% | +24.5% |
| 1Y | +25.8% | +26.7% | -0.9% | +25.5% |
| 3Y | +26.0% | +825.4% | -799.4% | +23.5% |
| All | -41.2% | +396.4% | -437.6% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling