-41.0%
TECH vs ACM
+3.9%
-44.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.2% | +5.1% | -4.8% | -2.3% |
| 30D | +0.5% | +18.7% | -18.2% | -7.9% |
| 3M | +1.0% | +15.5% | -14.5% | -7.0% |
| 6M | +54.1% | +1.2% | +52.9% | +49.9% |
| YTD | +24.4% | -25.2% | +49.6% | +42.9% |
| 1Y | +19.3% | -46.3% | +65.6% | +67.2% |
| 3Y | +28.5% | -9.6% | +38.1% | +25.5% |
| 5Y | -41.0% | +4.4% | -45.3% | -48.5% |
| All | -41.0% | +3.9% | -44.8% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling