+129.7%
ACM vs SPY
+311.3%
-181.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | -0.3% | +0.5% | -0.8% | -0.9% |
| 30D | -12.9% | -0.9% | -12.0% | -12.0% |
| 3M | -6.4% | +3.9% | -10.3% | -10.3% |
| 6M | -29.2% | +14.5% | -43.7% | -39.0% |
| YTD | -29.9% | +12.9% | -42.9% | -38.6% |
| 1Y | -47.3% | +19.4% | -66.6% | -56.5% |
| 3Y | -19.6% | +78.5% | -98.1% | -57.9% |
| 5Y | +5.5% | +81.8% | -76.2% | -46.2% |
| 10Y | +129.7% | +311.5% | -181.8% | -62.4% |
| All | +129.7% | +311.3% | -181.6% | -62.4% |
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