-99.4%
ALGS vs SPY
+72.2%
-171.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -0.4% | -34.6% | -34.4% |
| 7D | -45.9% | -0.6% | -45.3% | -45.2% |
| 30D | -51.9% | -3.7% | -48.2% | -48.7% |
| 3M | -66.4% | -2.7% | -63.7% | -64.7% |
| 6M | -60.1% | +2.2% | -62.3% | -60.8% |
| YTD | -72.4% | +10.8% | -83.3% | -76.0% |
| 1Y | -62.7% | +11.2% | -73.9% | -67.7% |
| 3Y | -85.3% | +76.5% | -161.8% | -92.1% |
| 5Y | -99.4% | +72.9% | -172.3% | -99.6% |
| All | -99.4% | +72.2% | -171.6% | -99.6% |
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 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