-98.3%
ALGS vs SPY
+138.7%
-237.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.4% |
| 7D | -10.1% | +0.1% | -10.2% | -10.2% |
| 30D | +31.0% | +0.1% | +31.0% | +30.9% |
| 3M | +16.3% | +2.0% | +14.3% | +13.0% |
| 6M | -9.5% | +13.0% | -22.5% | -23.8% |
| YTD | -33.4% | +13.5% | -46.9% | -44.3% |
| 1Y | -42.2% | +20.0% | -62.1% | -55.3% |
| 3Y | -71.4% | +77.2% | -148.6% | -85.0% |
| 5Y | -98.5% | +81.9% | -180.4% | -99.2% |
| All | -98.3% | +138.7% | -237.0% | -99.3% |
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 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