-76.0%
ALIT vs SPY
+14.6%
-90.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +1.7% | +24.3% | +24.0% |
| 7D | +41.0% | -0.7% | +41.8% | +42.0% |
| 30D | +45.9% | -1.0% | +46.9% | +47.3% |
| 3M | -25.8% | -0.3% | -25.4% | -25.4% |
| 6M | -21.3% | +7.3% | -28.6% | -26.9% |
| YTD | -67.3% | +13.3% | -80.6% | -70.4% |
| 1Y | -76.0% | +14.8% | -90.8% | -78.7% |
| All | -76.0% | +14.6% | -90.6% | -78.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling