-99.0%
ACH vs SPY
+75.1%
-174.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.3% | +0.3% | -33.6% | -33.6% |
| 7D | -20.0% | -2.7% | -17.3% | -18.6% |
| 30D | -57.4% | -5.4% | -52.1% | -55.5% |
| 3M | -93.2% | -4.1% | -89.1% | -92.9% |
| 6M | -94.6% | +0.7% | -95.3% | -94.7% |
| YTD | -92.9% | +8.7% | -101.5% | -93.6% |
| 1Y | -93.6% | +10.9% | -104.5% | -94.4% |
| 3Y | -99.0% | +75.0% | -174.0% | -99.4% |
| All | -99.0% | +75.1% | -174.1% | -99.4% |
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