-96.3%
ACH vs SPY
+314.4%
-410.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.5% | -8.5% | -8.6% |
| 7D | -4.3% | +0.5% | -4.9% | -4.8% |
| 30D | -60.7% | -0.9% | -59.8% | -60.4% |
| 3M | -56.9% | +3.9% | -60.7% | -58.5% |
| 6M | -53.4% | +14.5% | -67.9% | -59.1% |
| YTD | -60.7% | +12.9% | -73.6% | -65.0% |
| 1Y | -79.6% | +19.4% | -98.9% | -82.8% |
| 3Y | -93.4% | +78.5% | -171.9% | -96.1% |
| 5Y | -97.0% | +81.8% | -178.8% | -98.3% |
| All | -96.3% | +314.4% | -410.7% | -98.8% |
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 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