+192.5%
TECH vs ACM
+133.7%
+58.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +0.2% | +6.6% | -6.4% | -2.3% |
| 30D | +0.5% | +19.8% | -19.3% | -6.5% |
| 3M | +1.1% | -3.1% | +4.2% | +1.3% |
| 6M | +51.0% | -11.5% | +62.5% | +55.7% |
| YTD | +24.4% | -24.7% | +49.0% | +36.8% |
| 1Y | +27.4% | -45.1% | +72.5% | +58.7% |
| 3Y | +28.5% | -8.9% | +37.4% | +30.2% |
| 5Y | -40.9% | +5.4% | -46.3% | -43.4% |
| 10Y | +192.5% | +131.1% | +61.4% | +113.2% |
| All | +192.5% | +133.7% | +58.8% | +113.2% |
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