+89.5%
ALKS vs SPY
+72.4%
+17.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +1.7% | -0.6% | +2.3% | +2.0% |
| 30D | +14.4% | -3.7% | +18.1% | +16.9% |
| 3M | -5.9% | -2.7% | -3.2% | -4.4% |
| 6M | +32.8% | +2.2% | +30.6% | +30.8% |
| YTD | +66.1% | +10.8% | +55.3% | +55.6% |
| 1Y | +42.3% | +11.2% | +31.1% | +33.1% |
| 3Y | +95.3% | +76.5% | +18.8% | +40.5% |
| All | +89.5% | +72.4% | +17.2% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling