-91.2%
ALDX vs SPY
+381.0%
-472.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.5% |
| 7D | +13.2% | -2.7% | +15.9% | +17.3% |
| 30D | -33.9% | -5.4% | -28.5% | -28.6% |
| 3M | -60.1% | -4.1% | -56.0% | -58.0% |
| 6M | -63.6% | +0.7% | -64.3% | -63.8% |
| YTD | -87.8% | +8.7% | -96.4% | -89.0% |
| 1Y | -86.8% | +10.9% | -97.7% | -88.5% |
| 3Y | -71.8% | +75.0% | -146.8% | -84.1% |
| 5Y | -92.9% | +67.8% | -160.7% | -95.9% |
| 10Y | -88.0% | +312.9% | -400.9% | -97.1% |
| All | -91.2% | +381.0% | -472.2% | -98.1% |
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