-94.3%
ACB vs SPY
+376.4%
-470.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | +35.7% | +0.1% | +35.7% | +35.5% |
| 3M | +12.5% | +2.0% | +10.5% | +8.8% |
| 6M | +8.2% | +13.0% | -4.8% | -8.6% |
| YTD | -6.4% | +13.5% | -19.9% | -21.1% |
| 1Y | -18.2% | +20.0% | -38.2% | -35.9% |
| 3Y | -16.3% | +77.2% | -93.5% | -61.0% |
| 5Y | -94.7% | +81.9% | -176.5% | -97.5% |
| 10Y | -95.3% | +314.1% | -409.4% | -99.0% |
| All | -94.3% | +376.4% | -470.7% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling