+2,077.5%
ALG vs SPY
+2,984.7%
-907.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | +3.4% | +0.1% | +3.4% | +3.4% |
| 3M | +14.7% | +2.0% | +12.7% | +12.9% |
| 6M | -2.1% | +13.0% | -15.1% | -10.9% |
| YTD | +4.0% | +13.5% | -9.6% | -5.7% |
| 1Y | -17.0% | +20.0% | -36.9% | -27.9% |
| 3Y | -0.4% | +77.2% | -77.5% | -35.8% |
| 5Y | +15.7% | +81.9% | -66.1% | -27.3% |
| 10Y | +180.6% | +314.1% | -133.5% | -1.5% |
| All | +2,077.5% | +2,984.7% | -907.2% | +289.1% |
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