-28.1%
ACTG vs SPY
+315.0%
-343.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -1.0% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -0.9% | -3.3% | +2.4% | +1.4% |
| 3M | -11.2% | -2.4% | -8.8% | -9.8% |
| 6M | -8.2% | +2.6% | -10.7% | -10.1% |
| YTD | +14.4% | +11.2% | +3.2% | +5.5% |
| 1Y | +20.2% | +13.4% | +6.8% | +9.3% |
| 3Y | +18.6% | +79.9% | -61.3% | -22.0% |
| 5Y | -25.0% | +72.2% | -97.2% | -49.3% |
| 10Y | -28.1% | +307.3% | -335.4% | -78.8% |
| All | -28.1% | +315.0% | -343.1% | -78.8% |
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 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