-3.3%
ACHC vs SPY
+304.1%
-307.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.5% |
| 7D | +30.5% | -0.6% | +31.0% | +30.8% |
| 30D | +32.1% | -3.7% | +35.8% | +36.8% |
| 3M | +21.6% | -2.7% | +24.3% | +24.7% |
| 6M | +53.5% | +2.2% | +51.3% | +50.0% |
| YTD | +172.3% | +10.8% | +161.5% | +142.1% |
| 1Y | +112.7% | +11.2% | +101.4% | +88.6% |
| 3Y | -47.1% | +76.5% | -123.6% | -72.9% |
| 5Y | -39.8% | +72.9% | -112.7% | -68.6% |
| 10Y | -3.3% | +304.8% | -308.1% | -80.1% |
| All | -3.3% | +304.1% | -307.4% | -80.1% |
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