-99.4%
ALGS vs SPY
+136.1%
-235.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.0% | +1.3% | -17.3% | -17.8% |
| 7D | -57.0% | -0.9% | -56.1% | -56.4% |
| 30D | -60.9% | -2.4% | -58.6% | -59.4% |
| 3M | -70.3% | -1.2% | -69.2% | -69.7% |
| 6M | -65.2% | +3.3% | -68.5% | -66.5% |
| YTD | -76.8% | +12.3% | -89.1% | -80.2% |
| 1Y | -67.7% | +12.4% | -80.1% | -72.5% |
| 3Y | -87.6% | +78.8% | -166.4% | -93.5% |
| 5Y | -99.5% | +75.2% | -174.7% | -99.7% |
| All | -99.4% | +136.1% | -235.5% | -99.8% |
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