-98.2%
ALP vs SPY
+19.4%
-117.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.5% | +7.5% | +7.9% |
| 7D | -39.2% | +0.5% | -39.8% | -40.5% |
| 30D | -44.8% | -0.9% | -43.8% | -44.3% |
| 3M | -63.7% | +3.9% | -67.6% | -66.8% |
| 6M | -71.0% | +14.5% | -85.5% | -78.3% |
| YTD | -82.3% | +12.9% | -95.2% | -86.7% |
| 1Y | -98.2% | +19.4% | -117.6% | -98.6% |
| All | -98.2% | +19.4% | -117.6% | -98.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling