-99.1%
ACXP vs SPY
+93.5%
-192.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -3.4% | +0.1% | -3.5% | -3.4% |
| 3M | -19.8% | +2.0% | -21.8% | -20.7% |
| 6M | -6.6% | +13.0% | -19.6% | -13.6% |
| YTD | -43.0% | +13.5% | -56.5% | -47.3% |
| 1Y | -63.2% | +20.0% | -83.2% | -66.9% |
| 3Y | -96.2% | +77.2% | -173.3% | -97.1% |
| 5Y | -98.8% | +81.9% | -180.7% | -99.1% |
| All | -99.1% | +93.5% | -192.6% | -99.4% |
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