-70.1%
ACDC vs SPY
+104.6%
-174.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.8% | +6.0% |
| 7D | +8.6% | +0.5% | +8.1% | +7.8% |
| 30D | +25.5% | -0.9% | +26.4% | +27.3% |
| 3M | -25.1% | +3.9% | -29.0% | -29.4% |
| 6M | +0.4% | +14.5% | -14.2% | -18.2% |
| YTD | +39.3% | +12.9% | +26.4% | +16.0% |
| 1Y | +41.1% | +19.4% | +21.8% | +8.2% |
| 3Y | -51.3% | +78.5% | -129.8% | -77.4% |
| All | -70.1% | +104.6% | -174.6% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling