-43.7%
ACR vs SPY
+787.5%
-831.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.5% |
| 7D | +2.3% | +0.1% | +2.2% | +2.1% |
| 30D | -3.1% | +0.1% | -3.2% | -3.2% |
| 3M | -23.8% | +2.0% | -25.8% | -26.9% |
| 6M | -24.8% | +13.0% | -37.8% | -37.2% |
| YTD | -33.1% | +13.5% | -46.6% | -44.5% |
| 1Y | -33.1% | +20.0% | -53.0% | -48.8% |
| 3Y | +69.8% | +77.2% | -7.4% | -27.3% |
| 5Y | -12.9% | +81.9% | -94.8% | -66.5% |
| 10Y | -57.2% | +314.1% | -371.3% | -95.1% |
| All | -43.7% | +787.5% | -831.2% | -97.5% |
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