+19.4%
XLK vs ACM
-46.0%
+65.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | +3.4% | +5.6% | -2.3% | +2.6% |
| 30D | -10.6% | +20.8% | -31.4% | -12.6% |
| 3M | -10.6% | +11.4% | -22.0% | -11.9% |
| 6M | -3.5% | +0.9% | -4.4% | -3.6% |
| YTD | +18.7% | -24.8% | +43.5% | +25.2% |
| 1Y | +19.4% | -46.4% | +65.9% | +31.1% |
| All | +19.4% | -46.0% | +65.4% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling