+491.5%
TECH vs ACM
+233.3%
+258.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +0.2% | +5.4% | -5.2% | -1.4% |
| 30D | +0.3% | +15.1% | -14.8% | -3.8% |
| 3M | +1.3% | -10.5% | +11.8% | +3.9% |
| 6M | +54.0% | -19.7% | +73.7% | +62.1% |
| YTD | +24.3% | -28.8% | +53.1% | +35.5% |
| 1Y | +25.8% | -47.9% | +73.7% | +49.8% |
| 3Y | +26.0% | -12.4% | +38.3% | +29.2% |
| 5Y | -40.1% | +0.6% | -40.7% | -40.8% |
| 10Y | +210.6% | +161.3% | +49.3% | +132.0% |
| All | +491.5% | +233.3% | +258.2% | +270.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling