+67.0%
ACOG vs SPY
+31.3%
+35.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.7% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | +11.7% | +0.1% | +11.7% | +11.6% |
| 3M | +61.1% | +2.0% | +59.1% | +57.8% |
| 6M | +62.5% | +13.0% | +49.4% | +43.9% |
| YTD | +46.5% | +13.5% | +32.9% | +29.4% |
| 1Y | +14.0% | +20.0% | -6.0% | -3.4% |
| All | +67.0% | +31.3% | +35.7% | +23.2% |
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