-2.2%
ACHC vs SPY
+315.0%
-317.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +1.8% |
| 7D | +30.4% | +0.1% | +30.3% | +29.7% |
| 30D | +32.0% | -3.3% | +35.3% | +36.1% |
| 3M | +22.5% | -2.4% | +24.9% | +25.1% |
| 6M | +53.3% | +2.6% | +50.8% | +49.3% |
| YTD | +172.1% | +11.2% | +160.9% | +140.9% |
| 1Y | +97.9% | +13.4% | +84.5% | +71.7% |
| 3Y | -46.5% | +79.9% | -126.4% | -73.2% |
| 5Y | -39.8% | +72.2% | -112.0% | -68.4% |
| 10Y | -2.2% | +307.3% | -309.5% | -80.0% |
| All | -2.2% | +315.0% | -317.2% | -80.0% |
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