+948.2%
ALM vs SPY
+82.0%
+866.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | +32.0% | +0.1% | +32.0% | +31.9% |
| 3M | -15.0% | +2.0% | -17.0% | -15.5% |
| 6M | -10.1% | +13.0% | -23.1% | -15.8% |
| YTD | +99.4% | +13.5% | +85.9% | +86.6% |
| 1Y | +316.4% | +20.0% | +296.4% | +280.6% |
| 3Y | +2,022.0% | +77.2% | +1,944.8% | +1,591.8% |
| All | +948.2% | +82.0% | +866.1% | +690.1% |
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 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