+3,798.4%
ALM vs SPY
+475.8%
+3,322.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.4% | +5.7% | +6.5% |
| 7D | +0.7% | +0.1% | +0.7% | +1.0% |
| 30D | -26.1% | -3.3% | -22.8% | -24.1% |
| 3M | -38.1% | -2.4% | -35.7% | -36.8% |
| 6M | -55.4% | +2.6% | -58.0% | -55.4% |
| YTD | -0.4% | +11.2% | -11.6% | -4.2% |
| 1Y | +25.4% | +13.4% | +12.0% | +19.6% |
| 3Y | +907.8% | +79.9% | +827.9% | +667.4% |
| 5Y | +440.2% | +72.2% | +368.0% | +315.9% |
| 10Y | +2,031.1% | +307.3% | +1,723.8% | +690.5% |
| All | +3,798.4% | +475.8% | +3,322.7% | -98.6% |
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