-6.6%
ALGT vs SPY
+78.7%
-85.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -1.7% |
| 7D | +5.0% | +0.5% | +4.5% | +4.0% |
| 30D | -20.4% | -0.9% | -19.5% | -18.9% |
| 3M | -7.6% | +3.9% | -11.5% | -13.3% |
| 6M | -4.3% | +14.5% | -18.9% | -23.8% |
| YTD | -10.8% | +12.9% | -23.7% | -27.0% |
| 1Y | +21.6% | +19.4% | +2.3% | -9.5% |
| 3Y | -6.6% | +78.5% | -85.1% | -59.4% |
| All | -6.6% | +78.7% | -85.3% | -59.4% |
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