-92.5%
ACB vs SPY
+355.9%
-448.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.5% |
| 7D | +29.1% | -2.7% | +31.8% | +33.6% |
| 30D | +17.5% | -5.4% | +22.9% | +26.4% |
| 3M | +75.8% | -4.1% | +79.9% | +85.7% |
| 6M | +48.0% | +0.7% | +47.3% | +45.4% |
| YTD | +24.2% | +8.7% | +15.5% | +10.9% |
| 1Y | +20.2% | +10.9% | +9.3% | +4.1% |
| 3Y | +11.0% | +75.0% | -64.0% | -47.8% |
| 5Y | -92.1% | +67.8% | -159.9% | -95.9% |
| 10Y | -96.9% | +312.9% | -409.8% | -99.3% |
| All | -92.5% | +355.9% | -448.4% | -98.4% |
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 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