-96.0%
ACH vs SPY
+3,015.5%
-3,111.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.4% |
| 7D | -46.4% | -0.6% | -45.8% | -46.5% |
| 30D | -65.1% | -3.7% | -61.4% | -64.4% |
| 3M | -89.3% | -2.7% | -86.5% | -89.2% |
| 6M | -95.8% | +2.2% | -98.0% | -95.9% |
| YTD | -94.6% | +10.8% | -105.5% | -95.1% |
| 1Y | -94.9% | +11.2% | -106.2% | -95.3% |
| 3Y | -99.1% | +76.5% | -175.6% | -99.4% |
| 5Y | -99.6% | +72.9% | -172.6% | -99.8% |
| 10Y | -99.5% | +304.8% | -404.3% | -99.8% |
| All | -96.0% | +3,015.5% | -3,111.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling