-62.3%
ACHC vs SPY
+77.4%
-139.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -12.7% | +0.1% | -12.8% | -12.7% |
| 3M | +11.6% | +2.0% | +9.6% | +10.3% |
| 6M | +16.9% | +13.0% | +3.9% | +7.6% |
| YTD | +98.2% | +13.5% | +84.7% | +81.2% |
| 1Y | +18.9% | +20.0% | -1.0% | +4.5% |
| All | -62.3% | +77.4% | -139.7% | -76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling