-99.9%
ALP vs SPY
+75.7%
-175.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.9% |
| 7D | -14.7% | -1.5% | -13.2% | -13.0% |
| 30D | -21.7% | +0.6% | -22.3% | -22.1% |
| 3M | -36.4% | +4.9% | -41.4% | -39.4% |
| 6M | -72.9% | +8.0% | -80.9% | -75.1% |
| YTD | -66.1% | +9.6% | -75.7% | -69.2% |
| 1Y | -96.6% | +19.7% | -116.2% | -97.1% |
| 3Y | -99.7% | +71.1% | -170.8% | -99.8% |
| All | -99.9% | +75.7% | -175.6% | -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 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