-32.0%
ALKT vs SPY
+14.6%
-46.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -2.9% |
| 7D | -14.6% | -0.7% | -13.9% | -14.0% |
| 30D | -6.3% | -1.0% | -5.3% | -5.4% |
| 3M | -29.9% | -0.3% | -29.5% | -29.5% |
| 6M | -22.8% | +7.3% | -30.1% | -26.7% |
| YTD | -42.5% | +13.3% | -55.8% | -46.7% |
| 1Y | -32.0% | +14.8% | -46.8% | -37.5% |
| All | -32.0% | +14.6% | -46.7% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling