-99.3%
ACXP vs SPY
+85.2%
-184.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.3% | +11.7% | +11.8% |
| 7D | +1.9% | -2.7% | +4.6% | +4.1% |
| 30D | -18.5% | -5.4% | -13.1% | -15.0% |
| 3M | -27.4% | -4.1% | -23.3% | -25.1% |
| 6M | -49.3% | +0.7% | -50.0% | -49.3% |
| YTD | -57.4% | +8.7% | -66.1% | -59.4% |
| 1Y | -78.8% | +10.9% | -89.7% | -80.0% |
| 3Y | -98.4% | +75.0% | -173.4% | -98.8% |
| 5Y | -99.0% | +67.8% | -166.8% | -99.2% |
| All | -99.3% | +85.2% | -184.5% | -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 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