-44.7%
ALLT vs SPY
+688.5%
-733.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -2.9% | +0.1% | -3.0% | -2.9% |
| 3M | -1.5% | +2.0% | -3.5% | -2.9% |
| 6M | +10.1% | +13.0% | -2.9% | -0.3% |
| YTD | -22.3% | +13.5% | -35.8% | -29.9% |
| 1Y | -9.0% | +20.0% | -29.0% | -21.2% |
| 3Y | +208.1% | +77.2% | +130.9% | +98.4% |
| 5Y | -52.7% | +81.9% | -134.6% | -70.1% |
| 10Y | +44.7% | +314.1% | -269.4% | -49.6% |
| All | -44.7% | +688.5% | -733.2% | -87.2% |
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