-54.7%
ALMS vs SPY
+37.9%
-92.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.8% |
| 7D | -10.4% | -2.7% | -7.7% | -7.5% |
| 30D | -10.9% | -5.4% | -5.5% | -5.3% |
| 3M | -78.3% | -4.1% | -74.2% | -77.0% |
| 6M | -76.4% | +0.7% | -77.1% | -75.9% |
| YTD | -38.2% | +8.7% | -46.9% | -41.0% |
| 1Y | +27.8% | +10.9% | +16.9% | +20.5% |
| All | -54.7% | +37.9% | -92.6% | -64.1% |
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 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