-80.5%
ACDC vs SPY
+100.8%
-181.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.8% |
| 7D | -15.3% | -0.6% | -14.8% | -12.2% |
| 30D | -23.8% | -3.7% | -20.2% | -17.2% |
| 3M | -30.8% | -2.7% | -28.0% | -25.6% |
| 6M | -47.0% | +2.2% | -49.2% | -46.9% |
| YTD | -9.3% | +10.8% | -20.1% | -19.9% |
| 1Y | -12.1% | +11.2% | -23.3% | -22.7% |
| 3Y | -55.8% | +76.5% | -132.2% | -78.4% |
| All | -80.5% | +100.8% | -181.3% | -91.8% |
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