+932.7%
ALKS vs SPY
+3,015.5%
-2,082.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.1% |
| 7D | +1.7% | -0.6% | +2.3% | +2.2% |
| 30D | +14.4% | -3.7% | +18.1% | +19.1% |
| 3M | -5.9% | -2.7% | -3.2% | -3.1% |
| 6M | +32.8% | +2.2% | +30.6% | +28.6% |
| YTD | +66.1% | +10.8% | +55.3% | +46.6% |
| 1Y | +42.3% | +11.2% | +31.1% | +25.1% |
| 3Y | +95.3% | +76.5% | +18.8% | -2.6% |
| 5Y | +88.2% | +72.9% | +15.3% | -8.1% |
| 10Y | -21.3% | +304.8% | -326.1% | -87.2% |
| All | +932.7% | +3,015.5% | -2,082.8% | -85.7% |
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 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