+230.8%
ACM vs SPY
+627.7%
-396.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | -3.7% | +0.1% | -3.9% | -3.9% |
| 30D | -11.1% | +0.1% | -11.2% | -11.1% |
| 3M | -8.0% | +2.0% | -10.0% | -10.2% |
| 6M | -29.7% | +13.0% | -42.7% | -39.1% |
| YTD | -29.4% | +13.5% | -42.9% | -39.0% |
| 1Y | -46.4% | +20.0% | -66.4% | -56.6% |
| 3Y | -22.3% | +77.2% | -99.5% | -60.4% |
| 5Y | +4.5% | +81.9% | -77.4% | -49.0% |
| 10Y | +127.6% | +314.1% | -186.4% | -57.2% |
| All | +230.8% | +627.7% | -396.9% | -64.8% |
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