-14.5%
ACGLN vs SPY
+97.9%
-112.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -2.8% | +0.1% | -2.9% | -2.8% |
| 3M | -1.9% | +2.0% | -3.9% | -2.6% |
| 6M | -6.4% | +13.0% | -19.4% | -10.0% |
| YTD | -1.9% | +13.5% | -15.4% | -5.8% |
| 1Y | -5.4% | +20.0% | -25.3% | -10.8% |
| 3Y | +3.4% | +77.2% | -73.8% | -15.7% |
| 5Y | -18.9% | +81.9% | -100.8% | -36.0% |
| All | -14.5% | +97.9% | -112.4% | -33.4% |
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