-52.5%
ACR vs SPY
+749.4%
-801.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.3% | -8.4% | -8.5% |
| 7D | -6.5% | -2.7% | -3.8% | -3.0% |
| 30D | +17.7% | -5.4% | +23.1% | +26.6% |
| 3M | -17.5% | -4.1% | -13.4% | -13.1% |
| 6M | -47.2% | +0.7% | -47.9% | -48.6% |
| YTD | -43.5% | +8.7% | -52.2% | -50.5% |
| 1Y | -44.6% | +10.9% | -55.5% | -52.8% |
| 3Y | +55.1% | +75.0% | -19.9% | -32.6% |
| 5Y | -18.9% | +67.8% | -86.7% | -65.1% |
| 10Y | -60.7% | +312.9% | -373.5% | -95.5% |
| All | -52.5% | +749.4% | -801.9% | -97.8% |
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