-69.3%
ALGS vs SPY
+11.8%
-81.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -8.0% | -7.8% |
| 7D | -56.1% | +3.3% | -59.4% | -58.3% |
| 30D | -64.1% | -2.7% | -61.4% | -62.3% |
| 3M | -71.7% | -1.7% | -70.0% | -70.7% |
| 6M | -69.4% | +3.1% | -72.5% | -70.0% |
| YTD | -78.8% | +11.9% | -90.7% | -81.9% |
| 1Y | -69.3% | +12.0% | -81.3% | -74.1% |
| All | -69.3% | +11.8% | -81.1% | -74.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling