+381.1%
TECH vs ALM
+3,507.4%
-3,126.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | +0.2% |
| 7D | +0.2% | -6.7% | +6.8% | +0.2% |
| 30D | +0.3% | -32.9% | +33.2% | +0.4% |
| 3M | +1.3% | -39.5% | +40.8% | +1.3% |
| 6M | +54.0% | -62.0% | +116.0% | +54.0% |
| YTD | +24.3% | -7.8% | +32.1% | +24.3% |
| 1Y | +25.8% | +26.7% | -0.9% | +25.8% |
| 3Y | +26.0% | +825.4% | -799.4% | +26.1% |
| 5Y | -40.1% | +401.2% | -441.3% | -40.0% |
| 10Y | +210.6% | +2,074.0% | -1,863.4% | +211.7% |
| All | +381.1% | +3,507.4% | -3,126.4% | +387.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling