+2,708.7%
ACMR vs SPY
+238.8%
+2,470.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.3% | +6.4% | +5.4% |
| 7D | +18.0% | -0.9% | +18.9% | +21.1% |
| 30D | -23.0% | -2.4% | -20.7% | -18.5% |
| 3M | -34.4% | -1.2% | -33.2% | -32.1% |
| 6M | -18.9% | +3.3% | -22.2% | -20.1% |
| YTD | +32.9% | +12.3% | +20.6% | +16.7% |
| 1Y | +60.6% | +12.4% | +48.2% | +41.3% |
| 3Y | +207.9% | +78.8% | +129.1% | +35.6% |
| 5Y | +49.6% | +75.2% | -25.5% | -26.8% |
| All | +2,708.7% | +238.8% | +2,470.0% | +619.0% |
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