-20.4%
ALKS vs SPY
+308.5%
-328.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | +5.5% | +3.3% | +2.2% | +2.8% |
| 30D | +18.2% | -2.7% | +20.9% | +20.7% |
| 3M | -6.6% | -1.7% | -4.8% | -5.3% |
| 6M | +22.7% | +3.1% | +19.6% | +19.3% |
| YTD | +67.9% | +11.9% | +56.0% | +53.0% |
| 1Y | +49.6% | +12.0% | +37.6% | +36.2% |
| 3Y | +97.4% | +78.2% | +19.2% | +21.7% |
| 5Y | +95.9% | +73.2% | +22.7% | +22.2% |
| All | -20.4% | +308.5% | -328.9% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling