-34.0%
ACR vs SPY
+14.6%
-48.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.5% |
| 7D | +13.8% | -0.7% | +14.5% | +13.9% |
| 30D | +38.6% | -1.0% | +39.6% | +38.7% |
| 3M | -6.9% | -0.3% | -6.5% | -6.8% |
| 6M | -34.5% | +7.3% | -41.8% | -36.5% |
| YTD | -33.2% | +13.3% | -46.5% | -37.4% |
| 1Y | -34.0% | +14.8% | -48.7% | -38.7% |
| All | -34.0% | +14.6% | -48.6% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling