-100.0%
ACHV vs SPY
+2,156.3%
-2,256.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | +27.5% | +0.1% | +27.4% | +27.5% |
| 3M | +60.5% | +2.0% | +58.5% | +57.9% |
| 6M | +85.4% | +13.0% | +72.4% | +69.8% |
| YTD | +70.8% | +13.5% | +57.3% | +56.3% |
| 1Y | +204.3% | +20.0% | +184.3% | +168.4% |
| 3Y | +63.9% | +77.2% | -13.3% | +8.0% |
| 5Y | +1.1% | +81.9% | -80.8% | -34.7% |
| 10Y | -99.3% | +314.1% | -413.3% | -99.7% |
| All | -100.0% | +2,156.3% | -2,256.3% | -100.0% |
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 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