+113.4%
ALMU vs SPY
+98.7%
+14.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.4% | +4.5% | +2.8% |
| 7D | -0.7% | +0.1% | -0.7% | +0.4% |
| 30D | -34.5% | -3.3% | -31.1% | -29.5% |
| 3M | -59.2% | -2.4% | -56.8% | -56.7% |
| 6M | -69.4% | +2.6% | -72.0% | -69.6% |
| YTD | -56.5% | +11.2% | -67.7% | -61.0% |
| 1Y | -49.2% | +13.4% | -62.6% | -55.3% |
| 3Y | +198.8% | +79.9% | +118.9% | +57.8% |
| All | +113.4% | +98.7% | +14.8% | -16.4% |
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