-57.4%
ACR vs SPY
+311.3%
-368.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.1% |
| 7D | +1.8% | +0.5% | +1.2% | +1.2% |
| 30D | -6.3% | -0.9% | -5.3% | -5.4% |
| 3M | -23.2% | +3.9% | -27.1% | -26.9% |
| 6M | -25.4% | +14.5% | -40.0% | -36.1% |
| YTD | -33.6% | +12.9% | -46.5% | -42.2% |
| 1Y | -32.7% | +19.4% | -52.1% | -45.1% |
| 3Y | +70.8% | +78.5% | -7.6% | -14.0% |
| 5Y | -12.1% | +81.8% | -93.8% | -58.6% |
| 10Y | -57.4% | +311.5% | -368.9% | -92.4% |
| All | -57.4% | +311.3% | -368.7% | -92.4% |
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