+107.5%
SOXX vs ACM
-48.8%
+156.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.7% |
| 7D | +1.4% | -4.6% | +6.0% | +2.2% |
| 30D | -3.6% | +4.1% | -7.7% | -4.6% |
| 3M | -10.2% | -8.3% | -1.9% | -9.2% |
| 6M | +54.2% | -30.1% | +84.3% | +69.8% |
| YTD | +75.2% | -32.6% | +107.8% | +93.5% |
| 1Y | +107.5% | -49.6% | +157.1% | +152.9% |
| All | +107.5% | -48.8% | +156.3% | +152.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling