-50.5%
ALKT vs SPY
+74.0%
-124.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.4% |
| 7D | +4.4% | +3.3% | +1.1% | +0.1% |
| 30D | -1.5% | -2.7% | +1.2% | +1.8% |
| 3M | -31.0% | -1.7% | -29.3% | -29.5% |
| 6M | -17.0% | +3.1% | -20.1% | -20.7% |
| YTD | -39.6% | +11.9% | -51.5% | -48.5% |
| 1Y | -32.6% | +12.0% | -44.5% | -42.6% |
| 3Y | -33.8% | +78.2% | -112.0% | -70.2% |
| 5Y | -50.5% | +73.2% | -123.7% | -75.7% |
| All | -50.5% | +74.0% | -124.5% | -75.7% |
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