-99.3%
ACXP vs SPY
+89.6%
-188.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.7% |
| 7D | -0.9% | +0.1% | -1.0% | -0.8% |
| 30D | -16.5% | -3.3% | -13.2% | -14.4% |
| 3M | -31.2% | -2.4% | -28.8% | -29.9% |
| 6M | -49.3% | +2.6% | -51.8% | -50.0% |
| YTD | -57.4% | +11.2% | -68.7% | -60.0% |
| 1Y | -77.6% | +13.4% | -91.0% | -79.2% |
| 3Y | -98.6% | +79.9% | -178.5% | -98.9% |
| 5Y | -99.0% | +72.2% | -171.2% | -99.2% |
| All | -99.3% | +89.6% | -188.9% | -99.5% |
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 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