-87.7%
ACRV vs SPY
+98.5%
-186.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +3.4% |
| 7D | -1.0% | -2.0% | +1.0% | +2.1% |
| 30D | +17.9% | -1.7% | +19.6% | +21.1% |
| 3M | +47.8% | +4.7% | +43.1% | +37.6% |
| 6M | +22.9% | +12.5% | +10.4% | +3.6% |
| YTD | -15.4% | +11.7% | -27.1% | -27.9% |
| 1Y | +25.2% | +17.5% | +7.7% | -0.4% |
| 3Y | -82.3% | +76.6% | -158.8% | -90.9% |
| All | -87.7% | +98.5% | -186.2% | -94.4% |
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