-16.5%
ALMS vs SPY
+44.1%
-60.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.9% |
| 7D | -50.4% | +0.1% | -50.5% | -50.0% |
| 30D | -59.1% | +0.1% | -59.1% | -58.7% |
| 3M | -45.6% | +2.0% | -47.6% | -46.0% |
| 6M | -61.6% | +13.0% | -74.6% | -64.9% |
| YTD | +13.7% | +13.5% | +0.2% | +3.3% |
| 1Y | +141.3% | +20.0% | +121.3% | +111.5% |
| All | -16.5% | +44.1% | -60.6% | -37.1% |
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 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