+284.4%
ALGT vs SPY
+684.7%
-400.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.5% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -24.8% | +0.1% | -24.9% | -24.8% |
| 3M | -7.5% | +2.0% | -9.5% | -9.1% |
| 6M | -15.1% | +13.0% | -28.1% | -25.0% |
| YTD | -8.3% | +13.5% | -21.9% | -19.3% |
| 1Y | +21.6% | +20.0% | +1.6% | +1.0% |
| 3Y | -9.6% | +77.2% | -86.8% | -49.0% |
| 5Y | -57.9% | +81.9% | -139.8% | -76.3% |
| 10Y | -36.5% | +314.1% | -350.6% | -82.8% |
| All | +284.4% | +684.7% | -400.2% | -38.5% |
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