-48.1%
ACHC vs SPY
+311.3%
-359.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.6% |
| 7D | -2.7% | +0.5% | -3.2% | -3.2% |
| 30D | -12.8% | -0.9% | -11.8% | -11.8% |
| 3M | +8.6% | +3.9% | +4.7% | +4.9% |
| 6M | +7.3% | +14.5% | -7.2% | -6.8% |
| YTD | +93.8% | +12.9% | +80.9% | +69.8% |
| 1Y | +22.0% | +19.4% | +2.6% | +0.6% |
| 3Y | -62.1% | +78.5% | -140.6% | -80.7% |
| 5Y | -58.3% | +81.8% | -140.0% | -79.4% |
| 10Y | -48.1% | +311.5% | -359.6% | -90.5% |
| All | -48.1% | +311.3% | -359.4% | -90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling