-93.0%
ALLO vs SPY
+207.5%
-300.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.5% |
| 7D | -11.1% | -2.0% | -9.1% | -8.7% |
| 30D | -17.0% | -1.7% | -15.3% | -15.1% |
| 3M | -1.1% | +4.7% | -5.9% | -7.1% |
| 6M | -35.1% | +12.5% | -47.6% | -44.1% |
| YTD | +28.5% | +11.7% | +16.7% | +12.1% |
| 1Y | +58.6% | +17.5% | +41.1% | +31.4% |
| 3Y | -56.9% | +76.6% | -133.4% | -78.0% |
| 5Y | -92.9% | +82.0% | -174.9% | -96.3% |
| All | -93.0% | +207.5% | -300.5% | -97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling