+3,887.9%
ACMR vs SPY
+242.6%
+3,645.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.9% |
| 7D | 0.0% | +0.1% | -0.1% | -0.2% |
| 30D | -6.8% | +0.1% | -6.9% | -7.0% |
| 3M | -17.5% | +2.0% | -19.5% | -18.3% |
| 6M | +43.7% | +13.0% | +30.6% | +21.3% |
| YTD | +88.7% | +13.5% | +75.2% | +60.1% |
| 1Y | +175.9% | +20.0% | +155.9% | +116.4% |
| 3Y | +303.9% | +77.2% | +226.7% | +78.8% |
| 5Y | +136.1% | +81.9% | +54.2% | +7.7% |
| All | +3,887.9% | +242.6% | +3,645.3% | +886.3% |
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 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