+153.7%
ACTG vs SPY
+1,162.0%
-1,008.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.7% | +1.5% |
| 7D | -4.5% | -4.7% | +0.2% | 0.0% |
| 30D | -3.0% | -5.9% | +2.9% | +2.8% |
| 3M | -6.6% | -4.5% | -2.1% | -2.6% |
| 6M | -17.2% | +1.8% | -19.0% | -19.1% |
| YTD | +13.4% | +8.3% | +5.0% | +3.9% |
| 1Y | +17.1% | +9.3% | +7.8% | +6.4% |
| 3Y | +14.0% | +74.9% | -60.9% | -35.2% |
| 5Y | -23.0% | +67.3% | -90.3% | -54.6% |
| 10Y | -25.6% | +311.6% | -337.2% | -84.2% |
| All | +153.7% | +1,162.0% | -1,008.3% | -82.3% |
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 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