-20.3%
ALKS vs SPY
+307.0%
-327.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +2.5% | +2.6% | -0.1% | +0.4% |
| 30D | +20.3% | -2.0% | +22.3% | +22.1% |
| 3M | -4.9% | -2.8% | -2.1% | -2.8% |
| 6M | +20.9% | +2.1% | +18.7% | +18.4% |
| YTD | +68.1% | +11.5% | +56.6% | +53.6% |
| 1Y | +51.7% | +13.5% | +38.2% | +36.7% |
| 3Y | +96.1% | +77.7% | +18.4% | +21.2% |
| 5Y | +96.1% | +72.6% | +23.5% | +22.7% |
| All | -20.3% | +307.0% | -327.3% | -80.0% |
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