-42.4%
TECH vs ALM
+951.0%
-993.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +0.1% | -2.6% | +2.7% | +0.2% |
| 30D | +0.7% | +32.0% | -31.3% | +0.1% |
| 3M | +36.3% | -15.0% | +51.4% | +36.5% |
| 6M | +25.6% | -10.1% | +35.7% | +25.4% |
| YTD | +23.7% | +99.4% | -75.7% | +22.0% |
| 1Y | +37.6% | +316.4% | -278.7% | +34.2% |
| 3Y | -6.6% | +2,022.0% | -2,028.6% | -10.4% |
| All | -42.4% | +951.0% | -993.3% | -44.8% |
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