+3,459.3%
SMH vs ACM
+230.8%
+3,228.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | +2.5% | -3.7% | +6.3% | +4.1% |
| 30D | -0.5% | -11.1% | +10.6% | +3.6% |
| 3M | -9.6% | -8.0% | -1.7% | -7.7% |
| 6M | +42.1% | -29.7% | +71.7% | +61.8% |
| YTD | +57.4% | -29.4% | +86.8% | +77.6% |
| 1Y | +96.2% | -46.4% | +142.7% | +148.0% |
| 3Y | +267.9% | -22.3% | +290.3% | +295.9% |
| 5Y | +327.7% | +4.5% | +323.2% | +308.4% |
| 10Y | +1,764.6% | +127.6% | +1,637.0% | +1,138.6% |
| All | +3,459.3% | +230.8% | +3,228.5% | +1,700.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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