-95.6%
ACH vs SPY
+12.1%
-107.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -0.4% | -13.0% | -13.2% |
| 7D | -35.0% | +2.6% | -37.6% | -35.7% |
| 30D | -58.1% | -2.0% | -56.1% | -57.6% |
| 3M | -88.2% | -2.8% | -85.4% | -87.9% |
| 6M | -95.9% | +2.1% | -98.0% | -96.0% |
| YTD | -95.4% | +11.5% | -106.8% | -96.0% |
| 1Y | -95.6% | +13.5% | -109.0% | -96.2% |
| All | -95.6% | +12.1% | -107.6% | -96.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling