+184.2%
ACT vs SPY
+76.3%
+107.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -3.0% |
| 7D | -1.6% | -2.7% | +1.1% | -0.2% |
| 30D | +1.3% | -5.4% | +6.7% | +4.3% |
| 3M | -4.1% | -4.1% | 0.0% | -2.1% |
| 6M | +9.0% | +0.7% | +8.3% | +7.9% |
| YTD | +19.0% | +8.7% | +10.3% | +12.3% |
| 1Y | +29.1% | +10.9% | +18.2% | +20.3% |
| 3Y | +82.1% | +75.0% | +7.1% | +22.7% |
| 5Y | +150.7% | +67.8% | +82.9% | +73.0% |
| All | +184.2% | +76.3% | +107.9% | +87.0% |
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