-100.0%
ALLR vs SPY
+76.5%
-176.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +1.5% |
| 7D | -13.4% | -0.9% | -12.5% | -12.5% |
| 30D | +8.7% | -2.4% | +11.1% | +11.3% |
| 3M | -34.6% | -1.2% | -33.5% | -33.9% |
| 6M | -44.3% | +3.3% | -47.6% | -45.8% |
| YTD | -13.4% | +12.3% | -25.7% | -22.2% |
| 1Y | -23.4% | +12.4% | -35.8% | -31.0% |
| 3Y | -99.7% | +78.8% | -178.5% | -99.8% |
| All | -100.0% | +76.5% | -176.5% | -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 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