-86.8%
ALDX vs SPY
+14.6%
-101.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +2.0% |
| 7D | -5.4% | -0.7% | -4.6% | -4.1% |
| 30D | -29.9% | -1.0% | -28.9% | -28.6% |
| 3M | -58.2% | -0.3% | -57.9% | -58.0% |
| 6M | -60.0% | +7.3% | -67.4% | -63.7% |
| YTD | -87.5% | +13.3% | -100.8% | -89.6% |
| 1Y | -86.8% | +14.8% | -101.6% | -89.4% |
| All | -86.8% | +14.6% | -101.5% | -89.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling