+94.5%
XLK vs ACM
-9.1%
+103.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | +3.4% | +5.6% | -2.3% | +1.6% |
| 30D | -10.6% | +20.8% | -31.4% | -15.6% |
| 3M | -10.6% | +11.4% | -22.0% | -13.8% |
| 6M | -3.5% | +0.9% | -4.4% | -4.6% |
| YTD | +18.7% | -24.8% | +43.5% | +30.3% |
| 1Y | +19.4% | -46.4% | +65.9% | +53.8% |
| 3Y | +94.5% | -9.2% | +103.7% | +93.7% |
| All | +94.5% | -9.1% | +103.6% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling