+171.6%
ACTG vs SPY
+1,222.7%
-1,051.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | +1.6% | +0.1% | +1.5% | +1.4% |
| 30D | 0.0% | +0.1% | -0.1% | -0.1% |
| 3M | -3.4% | +2.0% | -5.4% | -5.6% |
| 6M | +8.4% | +13.0% | -4.7% | -4.4% |
| YTD | +21.4% | +13.5% | +7.8% | +6.6% |
| 1Y | +35.9% | +20.0% | +16.0% | +12.9% |
| 3Y | +19.8% | +77.2% | -57.4% | -32.6% |
| 5Y | -31.1% | +81.9% | -113.0% | -62.5% |
| 10Y | -35.1% | +314.1% | -349.2% | -86.2% |
| All | +171.6% | +1,222.7% | -1,051.1% | -81.8% |
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 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