+141.3%
ALMS vs SPY
+20.8%
+120.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.6% |
| 7D | -50.4% | +0.1% | -50.5% | -49.7% |
| 30D | -59.1% | +0.1% | -59.1% | -58.5% |
| 3M | -45.6% | +2.0% | -47.6% | -46.1% |
| 6M | -61.6% | +13.0% | -74.6% | -67.3% |
| YTD | +13.7% | +13.5% | +0.2% | -3.8% |
| 1Y | +141.3% | +20.0% | +121.3% | +80.9% |
| All | +141.3% | +20.8% | +120.5% | +80.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling