+201.6%
ACT vs SPY
+84.2%
+117.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +3.5% | +0.1% | +3.5% | +3.5% |
| 3M | +20.9% | +2.0% | +18.9% | +19.2% |
| 6M | +17.6% | +13.0% | +4.6% | +9.0% |
| YTD | +26.2% | +13.5% | +12.7% | +16.5% |
| 1Y | +31.0% | +20.0% | +11.1% | +16.6% |
| 3Y | +87.8% | +77.2% | +10.6% | +26.6% |
| All | +201.6% | +84.2% | +117.3% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling