-93.9%
ACB vs SPY
+72.1%
-166.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.4% |
| 7D | -5.7% | +2.6% | -8.3% | -9.7% |
| 30D | +18.5% | -2.0% | +20.4% | +21.7% |
| 3M | +30.3% | -2.8% | +33.1% | +35.8% |
| 6M | +47.9% | +2.1% | +45.8% | +40.9% |
| YTD | +17.1% | +11.5% | +5.6% | -2.8% |
| 1Y | +12.5% | +13.5% | -0.9% | -9.8% |
| 3Y | +4.9% | +77.7% | -72.8% | -62.4% |
| All | -93.9% | +72.1% | -166.0% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling