-99.5%
ACH vs SPY
+311.8%
-411.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -4.4% |
| 7D | -48.1% | -0.9% | -47.2% | -48.1% |
| 30D | -62.8% | -2.4% | -60.4% | -62.3% |
| 3M | -88.5% | -1.2% | -87.3% | -88.5% |
| 6M | -96.3% | +3.3% | -99.6% | -96.4% |
| YTD | -94.8% | +12.3% | -107.1% | -95.4% |
| 1Y | -94.9% | +12.4% | -107.4% | -95.5% |
| 3Y | -99.2% | +78.8% | -178.0% | -99.5% |
| 5Y | -99.7% | +75.2% | -174.8% | -99.8% |
| 10Y | -99.5% | +311.1% | -410.6% | -99.9% |
| All | -99.5% | +311.8% | -411.3% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling