+7,009.8%
TECH vs ACGL
+5,005.0%
+2,004.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.1% | +6.4% | -6.4% | -1.3% |
| 30D | +0.3% | +16.6% | -16.3% | -2.8% |
| 3M | +1.0% | +11.6% | -10.6% | -1.3% |
| 6M | +28.6% | +17.5% | +11.1% | +24.1% |
| YTD | +24.1% | +15.3% | +8.8% | +20.0% |
| 1Y | +21.9% | +26.3% | -4.4% | +15.7% |
| 3Y | +25.7% | +35.9% | -10.2% | +16.3% |
| 5Y | -40.2% | +168.2% | -208.4% | -52.4% |
| 10Y | +210.1% | +352.0% | -141.9% | +117.5% |
| All | +7,009.8% | +5,005.0% | +2,004.8% | +3,503.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling