-93.6%
ALIT vs SPY
+154.6%
-248.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -4.4% |
| 7D | +28.0% | +0.1% | +28.0% | +27.9% |
| 30D | +35.1% | -3.3% | +38.5% | +40.3% |
| 3M | -16.3% | -2.4% | -13.9% | -13.8% |
| 6M | -32.4% | +2.6% | -34.9% | -34.8% |
| YTD | -67.6% | +11.2% | -78.8% | -71.5% |
| 1Y | -72.6% | +13.4% | -86.0% | -76.5% |
| 3Y | -90.4% | +79.9% | -170.3% | -95.1% |
| 5Y | -94.5% | +72.2% | -166.7% | -97.2% |
| All | -93.6% | +154.6% | -248.2% | -96.9% |
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