-86.0%
ALGS vs SPY
+78.1%
-164.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.4% | +6.8% |
| 7D | -48.4% | +2.6% | -51.0% | -51.2% |
| 30D | -59.8% | -2.0% | -57.9% | -58.0% |
| 3M | -69.0% | -2.8% | -66.2% | -67.0% |
| 6M | -68.5% | +2.1% | -70.7% | -69.6% |
| YTD | -77.5% | +11.5% | -89.0% | -81.9% |
| 1Y | -65.4% | +13.5% | -78.9% | -73.4% |
| 3Y | -86.0% | +77.7% | -163.7% | -93.6% |
| All | -86.0% | +78.1% | -164.1% | -93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling