+7.1%
ACM vs SOXQ
+288.7%
-281.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | -0.3% | +5.3% | -5.6% | -1.8% |
| 30D | -12.9% | -3.7% | -9.2% | -12.2% |
| 3M | -6.4% | -7.8% | +1.4% | -5.8% |
| 6M | -29.2% | +58.4% | -87.6% | -41.3% |
| YTD | -29.9% | +68.1% | -98.1% | -43.2% |
| 1Y | -47.3% | +105.4% | -152.6% | -60.3% |
| 3Y | -19.6% | +239.2% | -258.8% | -52.1% |
| 5Y | +5.5% | +266.9% | -261.4% | -41.5% |
| All | +7.1% | +288.7% | -281.6% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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