-100.0%
ALLR vs SPY
+75.9%
-175.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.9% |
| 7D | -6.4% | +3.3% | -9.6% | -9.3% |
| 30D | +5.1% | -2.7% | +7.7% | +7.9% |
| 3M | -34.7% | -1.7% | -33.0% | -33.6% |
| 6M | -39.9% | +3.1% | -43.0% | -41.3% |
| YTD | -15.4% | +11.9% | -27.3% | -23.7% |
| 1Y | -28.0% | +12.0% | -40.0% | -35.0% |
| 3Y | -99.7% | +78.2% | -177.9% | -99.8% |
| All | -100.0% | +75.9% | -175.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling