+913.8%
ACN vs SPYM
+829.4%
+84.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +9.4% | +0.1% | +9.3% | +9.4% |
| 3M | +5.6% | +2.0% | +3.6% | +3.1% |
| 6M | -9.3% | +13.1% | -22.3% | -19.4% |
| YTD | -29.0% | +13.6% | -42.6% | -37.1% |
| 1Y | -24.7% | +20.1% | -44.7% | -36.6% |
| 3Y | -39.8% | +77.6% | -117.4% | -64.6% |
| 5Y | -40.9% | +82.5% | -123.5% | -65.6% |
| 10Y | +91.1% | +317.6% | -226.5% | -42.8% |
| All | +913.8% | +829.4% | +84.5% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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