-59.8%
ALBG vs SPY
+13.4%
-73.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.9% | -8.0% | -8.9% |
| 7D | -13.5% | -0.8% | -12.7% | -12.2% |
| 30D | -17.9% | -1.1% | -16.8% | -16.1% |
| 3M | -49.4% | +3.9% | -53.2% | -53.7% |
| 6M | -59.8% | +13.6% | -73.4% | -68.0% |
| All | -59.8% | +13.4% | -73.2% | -68.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling