-71.2%
ACDC vs SPY
+104.1%
-175.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.8% |
| 7D | +1.2% | -0.8% | +1.9% | +2.2% |
| 30D | +1.4% | -1.1% | +2.4% | +3.1% |
| 3M | -26.3% | +3.9% | -30.2% | -30.2% |
| 6M | -11.1% | +13.6% | -24.7% | -26.7% |
| YTD | +33.9% | +12.7% | +21.3% | +11.9% |
| 1Y | +33.6% | +17.5% | +16.1% | +4.8% |
| 3Y | -52.6% | +76.9% | -129.5% | -77.7% |
| All | -71.2% | +104.1% | -175.4% | -88.5% |
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