+65.9%
ACP vs SPY
+646.9%
-580.9%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | +0.9% | -2.7% | +3.6% | +2.3% |
| 30D | -0.1% | -5.4% | +5.3% | +2.7% |
| 3M | -11.3% | -4.1% | -7.2% | -9.5% |
| 6M | -12.8% | +0.7% | -13.5% | -13.3% |
| YTD | -8.2% | +8.7% | -16.9% | -12.3% |
| 1Y | -7.2% | +10.9% | -18.0% | -12.3% |
| 3Y | +18.3% | +75.0% | -56.7% | -13.1% |
| 5Y | -13.2% | +67.8% | -81.0% | -35.6% |
| 10Y | +51.4% | +312.9% | -261.5% | -27.3% |
| All | +65.9% | +646.9% | -580.9% | -35.3% |
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