+163.6%
ACT vs SPY
+74.6%
+89.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.8% |
| 7D | -4.3% | -0.9% | -3.4% | -3.9% |
| 30D | +2.8% | -2.4% | +5.2% | +4.0% |
| 3M | -5.6% | -1.2% | -4.4% | -5.1% |
| 6M | +8.8% | +3.3% | +5.5% | +6.3% |
| YTD | +18.3% | +12.3% | +6.0% | +9.7% |
| 1Y | +25.3% | +12.4% | +12.9% | +16.1% |
| 3Y | +82.9% | +78.8% | +4.0% | +22.6% |
| 5Y | +163.6% | +75.2% | +88.5% | +76.7% |
| All | +163.6% | +74.6% | +89.0% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling