-96.7%
ACH vs SPY
+82.0%
-178.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -59.1% | +0.1% | -59.2% | -59.2% |
| 3M | -54.3% | +2.0% | -56.3% | -55.7% |
| 6M | -49.6% | +13.0% | -62.6% | -56.6% |
| YTD | -56.8% | +13.5% | -70.3% | -63.0% |
| 1Y | -77.6% | +20.0% | -97.6% | -82.1% |
| 3Y | -93.1% | +77.2% | -170.3% | -96.6% |
| All | -96.7% | +82.0% | -178.7% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling