-22.9%
ACTG vs SPY
+67.4%
-90.2%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -1.8% | -2.7% | +0.9% | +0.3% |
| 30D | -2.5% | -5.4% | +2.9% | +1.9% |
| 3M | -9.0% | -4.1% | -4.9% | -6.1% |
| 6M | -16.2% | +0.7% | -16.9% | -17.1% |
| YTD | +13.6% | +8.7% | +5.0% | +5.2% |
| 1Y | +18.7% | +10.9% | +7.8% | +8.0% |
| 3Y | +13.6% | +75.0% | -61.4% | -30.2% |
| All | -22.9% | +67.4% | -90.2% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling