+102.5%
ALGM vs SPY
+152.2%
-49.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -0.9% |
| 7D | +1.0% | -0.4% | +1.4% | +1.7% |
| 30D | -15.6% | -1.4% | -14.2% | -13.2% |
| 3M | -23.1% | +3.7% | -26.8% | -26.9% |
| 6M | +9.0% | +13.0% | -4.0% | -9.7% |
| YTD | +35.9% | +12.4% | +23.5% | +13.8% |
| 1Y | +15.9% | +18.5% | -2.6% | -11.1% |
| 3Y | +3.0% | +77.6% | -74.6% | -57.8% |
| 5Y | +17.0% | +81.7% | -64.7% | -50.9% |
| All | +102.5% | +152.2% | -49.7% | -54.4% |
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 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