-100.0%
ALLR vs SPY
+77.5%
-177.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.5% | -11.4% | -11.4% |
| 7D | -12.0% | +0.5% | -12.5% | -12.4% |
| 30D | -10.1% | -0.9% | -9.1% | -9.2% |
| 3M | -20.9% | +3.9% | -24.8% | -23.5% |
| 6M | +0.8% | +14.5% | -13.7% | -10.8% |
| YTD | +15.7% | +12.9% | +2.8% | +3.5% |
| 1Y | -33.5% | +19.4% | -52.9% | -43.0% |
| 3Y | -99.8% | +78.5% | -178.3% | -99.9% |
| All | -100.0% | +77.5% | -177.5% | -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