+2,507.3%
ACMR vs SPY
+234.4%
+2,272.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.5% |
| 7D | +7.4% | -0.6% | +8.0% | +9.3% |
| 30D | -31.8% | -3.7% | -28.1% | -26.2% |
| 3M | -38.7% | -2.7% | -36.0% | -34.8% |
| 6M | -18.7% | +2.2% | -20.9% | -18.4% |
| YTD | +23.4% | +10.8% | +12.5% | +10.8% |
| 1Y | +47.7% | +11.2% | +36.5% | +32.3% |
| 3Y | +185.8% | +76.5% | +109.3% | +28.6% |
| 5Y | +43.6% | +72.9% | -29.4% | -28.2% |
| All | +2,507.3% | +234.4% | +2,272.9% | +582.2% |
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