+1,657.0%
ALG vs SPY
+2,911.0%
-1,254.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -5.9% | -0.6% | -5.3% | -5.4% |
| 30D | -8.1% | -3.7% | -4.4% | -5.5% |
| 3M | -17.1% | -2.7% | -14.4% | -15.4% |
| 6M | -14.3% | +2.2% | -16.5% | -15.8% |
| YTD | -16.1% | +10.8% | -26.9% | -22.5% |
| 1Y | -14.8% | +11.2% | -26.1% | -21.6% |
| 3Y | -20.9% | +76.5% | -97.4% | -48.9% |
| 5Y | -8.5% | +72.9% | -81.4% | -40.3% |
| 10Y | +106.4% | +304.8% | -198.4% | -26.4% |
| All | +1,657.0% | +2,911.0% | -1,254.0% | +219.6% |
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