-18.8%
ACCS vs SPY
+750.8%
-769.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 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% | -15.3% |
| 6M | -28.2% | +13.0% | -41.2% | -28.4% |
| YTD | -42.7% | +13.5% | -56.2% | -42.9% |
| 1Y | -50.9% | +20.0% | -70.9% | -51.1% |
| 3Y | -74.6% | +77.2% | -151.8% | -75.0% |
| 5Y | -80.4% | +81.9% | -162.3% | -80.7% |
| 10Y | -24.2% | +314.1% | -338.3% | -17.7% |
| All | -18.8% | +750.8% | -769.6% | -12.1% |
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