-40.6%
TECH vs ALM
+373.6%
-414.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.2% |
| 7D | +0.2% | -4.0% | +4.3% | +0.3% |
| 30D | +0.5% | -30.5% | +31.0% | +1.2% |
| 3M | +1.0% | -46.9% | +47.9% | +2.0% |
| 6M | +54.1% | -65.5% | +119.6% | +56.7% |
| YTD | +24.4% | -13.4% | +37.8% | +24.7% |
| 1Y | +19.3% | +9.8% | +9.5% | +19.3% |
| 3Y | +28.5% | +783.1% | -754.6% | +26.2% |
| All | -40.6% | +373.6% | -414.2% | -42.8% |
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