-42.4%
ALLT vs SPY
+674.2%
-716.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.5% |
| 7D | -7.1% | +2.6% | -9.7% | -9.1% |
| 30D | -7.6% | -2.0% | -5.6% | -5.7% |
| 3M | +0.3% | -2.8% | +3.0% | +3.0% |
| 6M | +6.3% | +2.1% | +4.1% | +5.0% |
| YTD | -19.1% | +11.5% | -30.6% | -25.7% |
| 1Y | -8.1% | +13.5% | -21.6% | -16.7% |
| 3Y | +419.6% | +77.7% | +341.9% | +235.8% |
| 5Y | -35.5% | +72.6% | -108.1% | -57.4% |
| 10Y | +60.6% | +308.2% | -247.6% | -43.2% |
| All | -42.4% | +674.2% | -716.7% | -86.4% |
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 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