+17.2%
ACHC vs SPY
+2,840.1%
-2,822.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -12.7% | +0.1% | -12.8% | -12.7% |
| 3M | +11.6% | +2.0% | +9.6% | +10.8% |
| 6M | +16.9% | +13.0% | +3.9% | +9.5% |
| YTD | +98.2% | +13.5% | +84.7% | +84.8% |
| 1Y | +18.9% | +20.0% | -1.0% | +7.6% |
| 3Y | -63.7% | +77.2% | -140.9% | -73.6% |
| 5Y | -58.7% | +81.9% | -140.6% | -70.4% |
| 10Y | -45.5% | +314.1% | -359.6% | -72.0% |
| All | +17.2% | +2,840.1% | -2,822.9% | -63.9% |
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