-100.0%
ALP vs SPY
+943.3%
-1,043.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.4% | -13.5% | -12.7% |
| 7D | -41.4% | +0.1% | -41.5% | -42.7% |
| 30D | -46.2% | +0.1% | -46.2% | -47.3% |
| 3M | -63.9% | +2.0% | -65.9% | -66.7% |
| 6M | -76.4% | +13.0% | -89.4% | -84.2% |
| YTD | -83.5% | +13.5% | -97.0% | -89.3% |
| 1Y | -98.2% | +20.0% | -118.1% | -99.0% |
| 3Y | -99.8% | +77.2% | -177.0% | -100.0% |
| 5Y | -100.0% | +81.9% | -181.9% | -100.0% |
| 10Y | -100.0% | +314.1% | -414.0% | -100.0% |
| All | -100.0% | +943.3% | -1,043.3% | -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 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