-9.1%
ACHV vs SPY
+79.8%
-88.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.8% |
| 7D | -12.4% | -2.0% | -10.4% | -10.5% |
| 30D | +7.5% | -1.7% | +9.2% | +9.5% |
| 3M | +26.6% | +4.7% | +21.9% | +20.7% |
| 6M | +70.1% | +12.5% | +57.6% | +52.1% |
| YTD | +46.5% | +11.7% | +34.8% | +32.2% |
| 1Y | +122.0% | +17.5% | +104.5% | +92.3% |
| 3Y | +52.9% | +76.6% | -23.6% | -7.7% |
| 5Y | -9.1% | +82.0% | -91.1% | -44.9% |
| All | -9.1% | +79.8% | -88.9% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling