-37.0%
ALKT vs SPY
+81.0%
-118.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.1% |
| 7D | -6.2% | -0.4% | -5.8% | -5.7% |
| 30D | -4.9% | -1.4% | -3.6% | -3.1% |
| 3M | +21.8% | +3.7% | +18.1% | +15.6% |
| 6M | +6.6% | +13.0% | -6.4% | -10.6% |
| YTD | -19.2% | +12.4% | -31.6% | -31.4% |
| 1Y | -27.0% | +18.5% | -45.6% | -42.8% |
| 3Y | +7.2% | +77.6% | -70.4% | -51.6% |
| 5Y | -37.0% | +81.7% | -118.7% | -71.3% |
| All | -37.0% | +81.0% | -118.0% | -71.3% |
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