-98.6%
ACXP vs SPY
+78.1%
-176.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.2% |
| 7D | -9.4% | +2.6% | -12.0% | -11.9% |
| 30D | -16.5% | -2.0% | -14.5% | -14.6% |
| 3M | -35.1% | -2.8% | -32.4% | -33.0% |
| 6M | -51.8% | +2.1% | -53.9% | -52.7% |
| YTD | -61.4% | +11.5% | -72.9% | -65.2% |
| 1Y | -79.7% | +13.5% | -93.2% | -82.0% |
| 3Y | -98.6% | +77.7% | -176.3% | -99.1% |
| All | -98.6% | +78.1% | -176.7% | -99.1% |
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