-99.9%
ALAR vs SPY
+206.5%
-306.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.6% |
| 7D | -14.2% | +0.1% | -14.3% | -14.3% |
| 30D | -30.5% | +0.1% | -30.6% | -30.5% |
| 3M | -85.7% | +2.0% | -87.7% | -85.9% |
| 6M | -80.4% | +13.0% | -93.4% | -82.0% |
| YTD | -83.8% | +13.5% | -97.3% | -85.1% |
| 1Y | -90.2% | +20.0% | -110.2% | -91.3% |
| 3Y | -58.3% | +77.2% | -135.4% | -69.1% |
| 5Y | -88.6% | +81.9% | -170.5% | -91.7% |
| All | -99.9% | +206.5% | -306.4% | -100.0% |
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