-100.0%
ALP vs SPY
+311.3%
-411.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.1% | +3.0% | -50.1% | -79.7% |
| 7D | -47.1% | +3.0% | -50.1% | -79.7% |
| 30D | -47.1% | +3.0% | -50.1% | -79.7% |
| 3M | -63.1% | +3.9% | -67.0% | -88.0% |
| 6M | -70.6% | +14.5% | -85.1% | -97.5% |
| YTD | -82.1% | +12.9% | -95.0% | -98.4% |
| 1Y | -98.2% | +19.4% | -117.5% | -99.9% |
| 3Y | -99.8% | +78.5% | -178.3% | -100.0% |
| 5Y | -100.0% | +81.8% | -181.7% | -100.0% |
| 10Y | -100.0% | +311.5% | -411.5% | -100.0% |
| All | -100.0% | +311.3% | -411.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling