+2,468.7%
ACMR vs SPY
+236.4%
+2,232.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.2% |
| 7D | +7.5% | +2.6% | +4.9% | +3.3% |
| 30D | -21.5% | -2.0% | -19.6% | -17.6% |
| 3M | -40.9% | -2.8% | -38.2% | -37.0% |
| 6M | -25.9% | +2.1% | -28.1% | -25.5% |
| YTD | +21.5% | +11.5% | +10.1% | +8.2% |
| 1Y | +46.9% | +13.5% | +33.4% | +27.5% |
| 3Y | +178.3% | +77.7% | +100.6% | +24.0% |
| 5Y | +36.2% | +72.6% | -36.4% | -31.8% |
| All | +2,468.7% | +236.4% | +2,232.4% | +566.3% |
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