-51.0%
ALLT vs SPY
+81.0%
-132.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.9% |
| 7D | +0.8% | -0.4% | +1.2% | +1.2% |
| 30D | -0.4% | -1.4% | +1.0% | +1.3% |
| 3M | +4.3% | +3.7% | +0.6% | +0.1% |
| 6M | +6.7% | +13.0% | -6.3% | -7.2% |
| YTD | -23.5% | +12.4% | -35.9% | -33.0% |
| 1Y | -13.9% | +18.5% | -32.4% | -28.5% |
| 3Y | +213.3% | +77.6% | +135.7% | +79.4% |
| 5Y | -51.0% | +81.7% | -132.7% | -70.8% |
| All | -51.0% | +81.0% | -132.0% | -70.8% |
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