+192.4%
ACT vs SPY
+75.8%
+116.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +1.5% |
| 7D | -0.6% | -4.7% | +4.1% | +2.0% |
| 30D | +3.1% | -5.9% | +9.0% | +6.5% |
| 3M | +0.4% | -4.5% | +4.9% | +2.8% |
| 6M | +14.1% | +1.8% | +12.3% | +12.3% |
| YTD | +22.4% | +8.3% | +14.1% | +15.8% |
| 1Y | +35.8% | +9.3% | +26.4% | +27.6% |
| 3Y | +85.5% | +74.9% | +10.6% | +25.0% |
| 5Y | +157.9% | +67.3% | +90.6% | +78.3% |
| All | +192.4% | +75.8% | +116.6% | +92.7% |
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 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