-71.6%
ACDC vs SPY
+105.7%
-177.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.1% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +14.3% | +0.1% | +14.3% | +14.4% |
| 3M | -36.1% | +2.0% | -38.1% | -37.8% |
| 6M | +2.8% | +13.0% | -10.2% | -14.6% |
| YTD | +32.4% | +13.5% | +18.8% | +9.4% |
| 1Y | +35.2% | +20.0% | +15.2% | +2.9% |
| 3Y | -53.5% | +77.2% | -130.7% | -78.2% |
| All | -71.6% | +105.7% | -177.3% | -88.8% |
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