+196.7%
TECH vs ACM
+147.1%
+49.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | -1.9% |
| 7D | +0.2% | +6.9% | -6.7% | -2.4% |
| 30D | +0.5% | +19.1% | -18.5% | -6.3% |
| 3M | +0.9% | -6.9% | +7.8% | +2.7% |
| 6M | +51.0% | -12.0% | +63.1% | +56.1% |
| YTD | +24.4% | -25.1% | +49.5% | +37.1% |
| 1Y | +27.6% | -45.4% | +73.0% | +59.3% |
| 3Y | +29.9% | -6.9% | +36.8% | +30.5% |
| 5Y | -40.6% | +3.7% | -44.4% | -42.8% |
| 10Y | +196.7% | +135.8% | +61.0% | +116.5% |
| All | +196.7% | +147.1% | +49.6% | +116.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling