+135.8%
ACM vs SPY
+315.0%
-179.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +2.7% |
| 7D | +6.9% | +0.1% | +6.8% | +6.8% |
| 30D | +19.1% | -3.3% | +22.4% | +23.2% |
| 3M | -6.9% | -2.4% | -4.5% | -4.6% |
| 6M | -12.0% | +2.6% | -14.6% | -14.6% |
| YTD | -25.1% | +11.2% | -36.4% | -33.3% |
| 1Y | -45.4% | +13.4% | -58.8% | -52.4% |
| 3Y | -6.9% | +79.9% | -86.8% | -51.6% |
| 5Y | +3.7% | +72.2% | -68.4% | -43.6% |
| 10Y | +135.8% | +307.3% | -171.5% | -60.5% |
| All | +135.8% | +315.0% | -179.2% | -60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling