-47.2%
ALGT vs SPY
+74.6%
-121.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | -0.4% |
| 7D | +18.1% | -0.9% | +19.0% | +18.9% |
| 30D | +29.0% | -2.4% | +31.4% | +33.5% |
| 3M | +9.0% | -1.2% | +10.1% | +10.8% |
| 6M | +21.3% | +3.3% | +18.0% | +15.8% |
| YTD | +12.9% | +12.3% | +0.6% | -4.4% |
| 1Y | +44.2% | +12.4% | +31.7% | +22.0% |
| 3Y | +72.9% | +78.8% | -6.0% | -21.5% |
| 5Y | -47.2% | +75.2% | -122.4% | -74.8% |
| All | -47.2% | +74.6% | -121.9% | -74.8% |
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 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