+809.6%
ALGN vs SPY
+787.5%
+22.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.6% |
| 7D | -0.9% | +0.5% | -1.5% | -1.6% |
| 30D | -11.6% | -0.9% | -10.7% | -10.5% |
| 3M | -10.8% | +3.9% | -14.7% | -15.0% |
| 6M | -11.8% | +14.5% | -26.3% | -25.4% |
| YTD | -1.7% | +12.9% | -14.6% | -15.2% |
| 1Y | +12.2% | +19.4% | -7.2% | -9.7% |
| 3Y | -53.8% | +78.5% | -132.3% | -77.1% |
| 5Y | -79.0% | +81.8% | -160.7% | -89.3% |
| 10Y | +60.9% | +311.5% | -250.6% | -65.6% |
| All | +809.6% | +787.5% | +22.1% | -32.7% |
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