-40.6%
TECH vs ACGL
+168.9%
-209.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.2% | -1.1% | +1.3% | +0.4% |
| 30D | +0.5% | +13.1% | -12.6% | -1.9% |
| 3M | +0.9% | +9.8% | -8.9% | -1.0% |
| 6M | +51.0% | +15.3% | +35.8% | +46.5% |
| YTD | +24.4% | +12.7% | +11.7% | +20.9% |
| 1Y | +27.6% | +20.7% | +6.9% | +22.1% |
| 3Y | +29.9% | +34.3% | -4.4% | +20.4% |
| 5Y | -40.6% | +170.6% | -211.2% | -59.3% |
| All | -40.6% | +168.9% | -209.5% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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