-100.0%
ALLR vs SPY
+76.7%
-176.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.4% |
| 7D | -10.5% | -0.4% | -10.1% | -10.1% |
| 30D | -10.5% | -1.4% | -9.1% | -9.3% |
| 3M | -21.6% | +3.7% | -25.3% | -24.1% |
| 6M | +1.8% | +13.0% | -11.2% | -8.8% |
| YTD | +16.9% | +12.4% | +4.5% | +5.0% |
| 1Y | -32.9% | +18.5% | -51.4% | -42.1% |
| 3Y | -99.8% | +77.6% | -177.4% | -99.9% |
| All | -100.0% | +76.7% | -176.7% | -100.0% |
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