+93.6%
ACT vs SPY
+77.4%
+16.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +3.5% | +0.1% | +3.5% | +3.5% |
| 3M | +20.9% | +2.0% | +18.9% | +19.9% |
| 6M | +17.6% | +13.0% | +4.6% | +11.5% |
| YTD | +26.2% | +13.5% | +12.7% | +19.3% |
| 1Y | +31.0% | +20.0% | +11.1% | +20.3% |
| All | +93.6% | +77.4% | +16.3% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling