-92.8%
ACH vs SPY
+80.4%
-173.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -59.1% | +0.1% | -59.2% | -59.2% |
| 3M | -54.3% | +2.0% | -56.3% | -55.6% |
| 6M | -49.6% | +13.0% | -62.6% | -56.2% |
| YTD | -56.8% | +13.5% | -70.3% | -62.6% |
| 1Y | -77.6% | +20.0% | -97.6% | -81.9% |
| All | -92.8% | +80.4% | -173.2% | -96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling