-62.1%
ACCS vs SPY
+12.3%
-74.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -0.9% |
| 7D | -5.6% | +0.1% | -5.7% | -5.4% |
| 30D | -26.6% | -3.3% | -23.3% | -26.9% |
| 3M | -50.2% | -2.4% | -47.8% | -50.5% |
| 6M | -58.9% | +2.6% | -61.4% | -57.8% |
| YTD | -63.8% | +11.2% | -75.0% | -60.6% |
| All | -62.1% | +12.3% | -74.5% | -59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling