-27.7%
ACTG vs SPY
+307.0%
-334.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -2.1% | +2.6% | -4.7% | -3.9% |
| 30D | -3.3% | -2.0% | -1.3% | -1.9% |
| 3M | -9.6% | -2.8% | -6.8% | -7.9% |
| 6M | -11.9% | +2.1% | -14.0% | -13.5% |
| YTD | +11.2% | +11.5% | -0.3% | +2.4% |
| 1Y | +14.0% | +13.5% | +0.5% | +3.6% |
| 3Y | +14.6% | +77.7% | -63.1% | -23.9% |
| 5Y | -24.5% | +72.6% | -97.1% | -49.0% |
| All | -27.7% | +307.0% | -334.7% | -79.1% |
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