+99.7%
ALMU vs SPY
+94.1%
+5.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.5% | +0.3% | +16.2% | +16.0% |
| 7D | -7.3% | -2.7% | -4.6% | -1.8% |
| 30D | -45.8% | -5.4% | -40.4% | -39.5% |
| 3M | -59.1% | -4.1% | -55.0% | -55.3% |
| 6M | -75.4% | +0.7% | -76.1% | -74.7% |
| YTD | -59.3% | +8.7% | -68.0% | -62.0% |
| 1Y | -51.9% | +10.9% | -62.7% | -56.0% |
| 3Y | +154.2% | +75.0% | +79.2% | +40.3% |
| All | +99.7% | +94.1% | +5.6% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling