+3,219.4%
ALM vs SPY
+311.3%
+2,908.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.4% | +9.1% |
| 7D | +8.4% | +0.5% | +7.9% | +8.1% |
| 30D | +34.8% | -0.9% | +35.8% | +35.4% |
| 3M | +16.2% | +3.9% | +12.3% | +14.5% |
| 6M | +2.1% | +14.5% | -12.4% | -2.8% |
| YTD | +117.0% | +12.9% | +104.1% | +107.8% |
| 1Y | +313.9% | +19.4% | +294.5% | +289.0% |
| 3Y | +2,327.9% | +78.5% | +2,249.5% | +1,901.6% |
| 5Y | +1,040.6% | +81.8% | +958.9% | +828.1% |
| 10Y | +3,219.4% | +311.5% | +2,907.9% | +2,109.1% |
| All | +3,219.4% | +311.3% | +2,908.1% | +2,109.1% |
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