-45.4%
ACCS vs SPY
+749.2%
-794.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.8% |
| 7D | -4.5% | -0.7% | -3.8% | -4.5% |
| 30D | -23.8% | -1.0% | -22.8% | -23.8% |
| 3M | -46.2% | -0.3% | -45.8% | -46.2% |
| 6M | -57.4% | +7.3% | -64.8% | -57.5% |
| YTD | -61.5% | +13.3% | -74.8% | -61.6% |
| 1Y | -60.3% | +14.8% | -75.1% | -60.4% |
| 3Y | -80.4% | +82.9% | -163.4% | -80.7% |
| 5Y | -86.4% | +75.6% | -162.0% | -86.7% |
| 10Y | -52.6% | +330.5% | -383.2% | -48.2% |
| All | -45.4% | +749.2% | -794.6% | -40.9% |
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