-79.5%
ACCS vs SPY
+82.6%
-162.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.6% |
| 7D | -4.5% | -0.7% | -3.8% | -4.4% |
| 30D | -23.8% | -1.0% | -22.8% | -23.7% |
| 3M | -46.2% | -0.3% | -45.8% | -46.1% |
| 6M | -57.4% | +7.3% | -64.8% | -57.7% |
| YTD | -61.5% | +13.3% | -74.8% | -62.0% |
| 1Y | -60.3% | +14.8% | -75.1% | -60.9% |
| All | -79.5% | +82.6% | -162.1% | -77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling