-11.5%
ACAD vs SPY
+75.1%
-86.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.3% |
| 7D | +3.1% | -2.7% | +5.8% | +5.5% |
| 30D | +8.0% | -5.4% | +13.4% | +13.3% |
| 3M | -25.4% | -4.1% | -21.3% | -22.8% |
| 6M | -1.2% | +0.7% | -1.9% | -2.6% |
| YTD | -20.5% | +8.7% | -29.2% | -27.4% |
| 1Y | -1.9% | +10.9% | -12.8% | -12.2% |
| 3Y | -11.5% | +75.0% | -86.5% | -63.7% |
| All | -11.5% | +75.1% | -86.6% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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