+3,507.4%
ALM vs SPY
+462.5%
+3,045.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | -6.7% | -2.7% | -4.0% | -4.8% |
| 30D | -32.9% | -5.4% | -27.5% | -30.2% |
| 3M | -39.5% | -4.1% | -35.4% | -37.5% |
| 6M | -62.0% | +0.7% | -62.7% | -61.5% |
| YTD | -7.8% | +8.7% | -16.5% | -10.1% |
| 1Y | +26.7% | +10.9% | +15.8% | +22.6% |
| 3Y | +825.4% | +75.0% | +750.4% | +616.2% |
| 5Y | +401.2% | +67.8% | +333.4% | +292.0% |
| 10Y | +2,074.0% | +312.9% | +1,761.2% | +681.3% |
| All | +3,507.4% | +462.5% | +3,045.0% | -98.7% |
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