-55.9%
ACR vs SPY
+308.5%
-364.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.7% |
| 7D | -26.0% | +3.3% | -29.3% | -28.6% |
| 30D | -4.2% | -2.7% | -1.6% | -1.7% |
| 3M | -31.3% | -1.7% | -29.5% | -30.3% |
| 6M | -53.9% | +3.1% | -57.0% | -55.9% |
| YTD | -54.5% | +11.9% | -66.4% | -60.2% |
| 1Y | -54.9% | +12.0% | -66.9% | -60.6% |
| 3Y | +27.6% | +78.2% | -50.5% | -35.7% |
| 5Y | -35.2% | +73.2% | -108.5% | -67.3% |
| All | -55.9% | +308.5% | -364.4% | -91.2% |
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