+52.9%
ACHV vs SPY
+76.5%
-23.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -3.3% |
| 7D | -11.1% | -0.4% | -10.7% | -10.7% |
| 30D | +13.0% | -1.4% | +14.4% | +15.0% |
| 3M | +34.6% | +3.7% | +30.9% | +28.8% |
| 6M | +78.7% | +13.0% | +65.7% | +55.9% |
| YTD | +51.7% | +12.4% | +39.3% | +33.6% |
| 1Y | +141.7% | +18.5% | +123.1% | +103.2% |
| All | +52.9% | +76.5% | -23.6% | -10.0% |
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 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