+198.1%
ACRS vs SPY
+20.8%
+177.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -3.0% | +0.1% | -3.0% | -3.1% |
| 3M | +31.0% | +2.0% | +29.0% | +28.9% |
| 6M | +99.0% | +13.0% | +86.0% | +84.6% |
| YTD | +105.0% | +13.5% | +91.4% | +85.9% |
| 1Y | +198.1% | +20.0% | +178.1% | +157.1% |
| All | +198.1% | +20.8% | +177.2% | +157.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling