+1,942.8%
ALM vs SPY
+308.5%
+1,634.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.3% |
| 7D | -4.0% | +3.3% | -7.3% | -5.6% |
| 30D | -30.5% | -2.7% | -27.8% | -29.3% |
| 3M | -46.9% | -1.7% | -45.2% | -46.1% |
| 6M | -65.5% | +3.1% | -68.6% | -65.6% |
| YTD | -13.4% | +11.9% | -25.3% | -16.2% |
| 1Y | +9.8% | +12.0% | -2.2% | +6.4% |
| 3Y | +783.1% | +78.2% | +704.9% | +635.0% |
| 5Y | +378.3% | +73.2% | +305.1% | +298.4% |
| All | +1,942.8% | +308.5% | +1,634.3% | +1,525.9% |
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