-0.9%
ACM vs SPY
+67.4%
-68.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | +5.4% | -2.7% | +8.1% | +7.8% |
| 30D | +15.1% | -5.4% | +20.5% | +20.6% |
| 3M | -10.5% | -4.1% | -6.4% | -7.2% |
| 6M | -19.7% | +0.7% | -20.4% | -20.4% |
| YTD | -28.8% | +8.7% | -37.5% | -34.0% |
| 1Y | -47.9% | +10.9% | -58.7% | -52.5% |
| 3Y | -12.4% | +75.0% | -87.4% | -47.3% |
| All | -0.9% | +67.4% | -68.3% | -36.7% |
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