+3,855.2%
ACMR vs SPY
+239.1%
+3,616.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.2% |
| 7D | +5.6% | -0.4% | +6.0% | +6.2% |
| 30D | -7.0% | -1.4% | -5.7% | -4.9% |
| 3M | -9.2% | +3.7% | -12.9% | -13.2% |
| 6M | +58.1% | +13.0% | +45.1% | +33.3% |
| YTD | +87.1% | +12.4% | +74.8% | +61.6% |
| 1Y | +164.5% | +18.5% | +146.0% | +111.8% |
| 3Y | +294.2% | +77.6% | +216.6% | +74.2% |
| 5Y | +108.6% | +81.7% | +26.9% | -4.2% |
| All | +3,855.2% | +239.1% | +3,616.1% | +895.6% |
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