-86.1%
ALAR vs SPY
+81.8%
-167.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.5% | +14.2% | +14.3% |
| 7D | +3.3% | +0.5% | +2.7% | +2.5% |
| 30D | -19.0% | -0.9% | -18.0% | -18.1% |
| 3M | -83.5% | +3.9% | -87.4% | -84.3% |
| 6M | -78.7% | +14.5% | -93.2% | -81.8% |
| YTD | -81.6% | +12.9% | -94.5% | -83.9% |
| 1Y | -89.4% | +19.4% | -108.7% | -91.2% |
| 3Y | -59.2% | +78.5% | -137.6% | -74.6% |
| 5Y | -86.1% | +81.8% | -167.9% | -91.3% |
| All | -86.1% | +81.8% | -167.9% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling