-24.6%
ACCS vs SPY
+313.4%
-338.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -6.7% | +0.1% | -6.8% | -6.7% |
| 30D | -22.5% | +0.1% | -22.6% | -22.5% |
| 3M | -15.3% | +2.0% | -17.3% | -15.8% |
| 6M | -28.2% | +13.0% | -41.2% | -30.9% |
| YTD | -42.7% | +13.5% | -56.2% | -45.0% |
| 1Y | -50.9% | +20.0% | -70.9% | -53.7% |
| 3Y | -74.6% | +77.2% | -151.8% | -79.1% |
| 5Y | -80.4% | +81.9% | -162.3% | -84.1% |
| All | -24.6% | +313.4% | -338.1% | -50.3% |
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