-77.6%
ALOY vs SPY
+307.9%
-385.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.4% | +9.5% | +10.4% |
| 7D | +8.2% | +0.1% | +8.1% | +8.7% |
| 30D | -6.4% | -3.3% | -3.1% | -4.0% |
| 3M | -44.2% | -2.4% | -41.8% | -42.9% |
| 6M | -30.7% | +2.6% | -33.3% | -30.8% |
| YTD | -15.4% | +11.2% | -26.6% | -18.4% |
| 1Y | -4.2% | +13.4% | -17.6% | -8.2% |
| 3Y | +287.0% | +79.9% | +207.1% | +212.8% |
| 5Y | -75.9% | +72.2% | -148.1% | -80.5% |
| 10Y | -79.2% | +307.3% | -386.6% | -83.4% |
| All | -77.6% | +307.9% | -385.5% | -81.0% |
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