-79.1%
ALGN vs SPY
+79.8%
-158.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.5% |
| 7D | -5.7% | -2.0% | -3.7% | -2.8% |
| 30D | -12.9% | -1.7% | -11.2% | -10.5% |
| 3M | -11.6% | +4.7% | -16.3% | -17.8% |
| 6M | -11.0% | +12.5% | -23.5% | -25.8% |
| YTD | -3.5% | +11.7% | -15.2% | -18.4% |
| 1Y | +13.4% | +17.5% | -4.1% | -11.3% |
| 3Y | -54.6% | +76.6% | -131.2% | -81.5% |
| 5Y | -79.1% | +82.0% | -161.1% | -91.3% |
| All | -79.1% | +79.8% | -158.9% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling