-17.6%
ACGLN vs SPY
+95.7%
-113.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.9% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | +0.1% | -2.4% | +2.4% | +0.7% |
| 3M | -5.9% | -1.2% | -4.8% | -5.7% |
| 6M | -9.7% | +3.3% | -13.0% | -10.7% |
| YTD | -5.4% | +12.3% | -17.7% | -8.9% |
| 1Y | -8.3% | +12.4% | -20.7% | -11.8% |
| 3Y | -2.1% | +78.8% | -80.9% | -20.5% |
| 5Y | -21.2% | +75.2% | -96.4% | -37.2% |
| All | -17.6% | +95.7% | -113.3% | -35.6% |
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