-42.4%
TECH vs ACM
+5.0%
-47.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.2% |
| 7D | +0.1% | -3.7% | +3.9% | +2.0% |
| 30D | +0.7% | -11.1% | +11.8% | +6.1% |
| 3M | +36.3% | -8.0% | +44.3% | +40.5% |
| 6M | +25.6% | -29.7% | +55.2% | +50.1% |
| YTD | +23.7% | -29.4% | +53.1% | +46.3% |
| 1Y | +37.6% | -46.4% | +84.1% | +90.4% |
| 3Y | -6.6% | -22.3% | +15.8% | +0.5% |
| All | -42.4% | +5.0% | -47.3% | -48.6% |
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