-15.5%
ALC vs SPY
+82.0%
-97.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -0.1% | +0.1% | -0.2% | -0.2% |
| 3M | +5.9% | +2.0% | +3.9% | +3.9% |
| 6M | -15.9% | +13.0% | -28.9% | -24.3% |
| YTD | -10.1% | +13.5% | -23.7% | -19.4% |
| 1Y | -10.2% | +20.0% | -30.2% | -23.2% |
| 3Y | -13.6% | +77.2% | -90.7% | -48.1% |
| All | -15.5% | +82.0% | -97.5% | -50.0% |
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 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