+85.9%
ACP vs SPY
+680.4%
-594.5%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | +0.1% | +0.1% | +0.1% | +0.1% |
| 3M | -1.0% | +2.0% | -3.0% | -2.1% |
| 6M | -2.1% | +13.0% | -15.1% | -8.3% |
| YTD | +2.9% | +13.5% | -10.7% | -3.9% |
| 1Y | 0.0% | +20.0% | -20.0% | -9.3% |
| 3Y | +18.7% | +77.2% | -58.5% | -13.3% |
| 5Y | -1.6% | +81.9% | -83.5% | -30.0% |
| 10Y | +64.9% | +314.1% | -249.1% | -21.4% |
| All | +85.9% | +680.4% | -594.5% | -29.1% |
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