+44.5%
ALLT vs SPY
+318.9%
-274.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | 0.0% |
| 7D | -1.3% | -2.0% | +0.7% | +0.8% |
| 30D | -6.9% | -1.7% | -5.2% | -5.1% |
| 3M | +5.8% | +4.7% | +1.1% | +0.9% |
| 6M | +10.8% | +12.5% | -1.7% | -1.7% |
| YTD | -24.0% | +11.7% | -35.7% | -32.1% |
| 1Y | -13.4% | +17.5% | -30.9% | -26.1% |
| 3Y | +211.2% | +76.6% | +134.7% | +81.7% |
| 5Y | -50.2% | +82.0% | -132.3% | -71.7% |
| All | +44.5% | +318.9% | -274.4% | -59.4% |
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