+280.3%
ALMU vs SPY
+101.7%
+178.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.8% |
| 7D | +6.8% | +0.5% | +6.3% | +5.8% |
| 30D | -27.3% | -0.9% | -26.3% | -26.0% |
| 3M | -45.7% | +3.9% | -49.5% | -48.4% |
| 6M | -11.4% | +14.5% | -25.9% | -25.6% |
| YTD | -22.5% | +12.9% | -35.4% | -33.3% |
| 1Y | -24.8% | +19.4% | -44.2% | -39.1% |
| 3Y | +280.3% | +78.5% | +201.8% | +102.0% |
| All | +280.3% | +101.7% | +178.6% | +42.7% |
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