+310.6%
ACMR vs SPY
+78.7%
+231.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.9% | +4.6% |
| 7D | +9.8% | +0.5% | +9.3% | +8.2% |
| 30D | -8.2% | -0.9% | -7.3% | -6.4% |
| 3M | -4.5% | +3.9% | -8.4% | -10.9% |
| 6M | +71.2% | +14.5% | +56.7% | +32.2% |
| YTD | +95.0% | +12.9% | +82.0% | +58.0% |
| 1Y | +185.2% | +19.4% | +165.8% | +109.5% |
| 3Y | +310.6% | +78.5% | +232.2% | +20.3% |
| All | +310.6% | +78.7% | +231.9% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling