+246.0%
ALCO vs SPY
+3,074.3%
-2,828.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | -0.6% | +0.5% | -1.1% | -0.9% |
| 30D | +4.0% | -0.9% | +5.0% | +4.7% |
| 3M | -2.3% | +3.9% | -6.2% | -5.0% |
| 6M | -0.9% | +14.5% | -15.4% | -10.1% |
| YTD | +9.7% | +12.9% | -3.3% | +0.3% |
| 1Y | +16.8% | +19.4% | -2.5% | +2.8% |
| 3Y | +71.3% | +78.5% | -7.2% | +13.4% |
| 5Y | +20.7% | +81.8% | -61.1% | -22.5% |
| 10Y | +67.4% | +311.5% | -244.1% | -39.7% |
| All | +246.0% | +3,074.3% | -2,828.2% | -26.0% |
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