+31.6%
ALC vs SPY
+185.1%
-153.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | +4.9% | -2.7% | +7.6% | +7.0% |
| 30D | +19.0% | -5.4% | +24.3% | +23.9% |
| 3M | +7.8% | -4.1% | +11.9% | +11.0% |
| 6M | +14.6% | +0.7% | +13.9% | +13.2% |
| YTD | -4.4% | +8.7% | -13.1% | -11.2% |
| 1Y | +1.4% | +10.9% | -9.5% | -7.2% |
| 3Y | +2.5% | +75.0% | -72.5% | -35.4% |
| 5Y | -10.9% | +67.8% | -78.7% | -42.2% |
| All | +31.6% | +185.1% | -153.5% | -42.3% |
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 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