-50.2%
ALMS vs SPY
+42.5%
-92.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +2.0% |
| 7D | +1.1% | -0.9% | +2.0% | +2.5% |
| 30D | -6.2% | -2.4% | -3.9% | -3.4% |
| 3M | -73.9% | -1.2% | -72.8% | -73.2% |
| 6M | -72.0% | +3.3% | -75.3% | -72.3% |
| YTD | -32.2% | +12.3% | -44.5% | -37.3% |
| 1Y | +24.9% | +12.4% | +12.5% | +15.5% |
| All | -50.2% | +42.5% | -92.7% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling