-63.8%
ACR vs SPY
+315.0%
-378.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -5.7% |
| 7D | -15.1% | +0.1% | -15.2% | -15.2% |
| 30D | +11.5% | -3.3% | +14.8% | +15.3% |
| 3M | -23.0% | -2.4% | -20.6% | -21.3% |
| 6M | -48.5% | +2.6% | -51.0% | -50.4% |
| YTD | -45.4% | +11.2% | -56.6% | -51.9% |
| 1Y | -47.0% | +13.4% | -60.4% | -54.3% |
| 3Y | +54.3% | +79.9% | -25.6% | -23.1% |
| 5Y | -22.6% | +72.2% | -94.8% | -60.7% |
| 10Y | -63.8% | +307.3% | -371.1% | -93.4% |
| All | -63.8% | +315.0% | -378.8% | -93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling