-97.1%
ACB vs SPY
+315.0%
-412.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -4.9% |
| 7D | +22.3% | +0.1% | +22.2% | +21.7% |
| 30D | +14.9% | -3.3% | +18.2% | +20.2% |
| 3M | +72.6% | -2.4% | +75.0% | +78.1% |
| 6M | +51.3% | +2.6% | +48.8% | +44.4% |
| YTD | +22.3% | +11.2% | +11.0% | +4.6% |
| 1Y | +13.4% | +13.4% | 0.0% | -6.0% |
| 3Y | +16.0% | +79.9% | -63.9% | -50.7% |
| 5Y | -93.1% | +72.2% | -165.3% | -96.7% |
| 10Y | -97.1% | +307.3% | -404.4% | -99.4% |
| All | -97.1% | +315.0% | -412.1% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling