-40.6%
TECH vs ACGL
+173.3%
-213.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | +0.1% | +2.2% | -2.0% | -0.3% |
| 30D | +0.5% | +12.3% | -11.8% | -1.7% |
| 3M | +1.1% | +11.8% | -10.7% | -1.2% |
| 6M | +62.8% | +17.5% | +45.4% | +57.3% |
| YTD | +24.5% | +14.3% | +10.2% | +20.6% |
| 1Y | +20.6% | +18.2% | +2.5% | +16.1% |
| 3Y | +29.5% | +33.2% | -3.7% | +20.4% |
| All | -40.6% | +173.3% | -213.9% | -59.6% |
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