-87.0%
ACFN vs SPY
+2,945.2%
-3,032.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.4% | -5.3% | -7.4% |
| 7D | -15.4% | -4.7% | -10.6% | -13.1% |
| 30D | -21.5% | -5.9% | -15.5% | -18.8% |
| 3M | -24.1% | -4.5% | -19.6% | -22.2% |
| 6M | -24.5% | +1.8% | -26.3% | -25.4% |
| YTD | -3.8% | +8.3% | -12.1% | -7.7% |
| 1Y | -36.8% | +9.3% | -46.2% | -39.4% |
| 3Y | +187.7% | +74.9% | +112.9% | +113.2% |
| 5Y | +56.6% | +67.3% | -10.7% | +16.0% |
| 10Y | +467.6% | +311.6% | +156.0% | +148.9% |
| All | -87.0% | +2,945.2% | -3,032.2% | -98.7% |
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