+13.4%
ACTG vs SPY
+74.5%
-61.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.7% | +0.5% |
| 7D | -4.5% | -4.7% | +0.2% | -1.0% |
| 30D | -3.0% | -5.9% | +2.9% | +1.5% |
| 3M | -6.6% | -4.5% | -2.1% | -3.5% |
| 6M | -17.2% | +1.8% | -19.0% | -18.8% |
| YTD | +13.4% | +8.3% | +5.0% | +5.6% |
| 1Y | +17.1% | +9.3% | +7.8% | +8.2% |
| All | +13.4% | +74.5% | -61.2% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling