-4.5%
ALRM vs SPY
+78.7%
-83.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | +0.7% | +0.5% | +0.2% | +0.2% |
| 30D | -2.6% | -0.9% | -1.7% | -1.8% |
| 3M | +24.8% | +3.9% | +20.9% | +20.1% |
| 6M | +12.2% | +14.5% | -2.3% | -1.9% |
| YTD | +9.8% | +12.9% | -3.1% | -2.7% |
| 1Y | -1.7% | +19.4% | -21.1% | -17.5% |
| 3Y | -4.5% | +78.5% | -82.9% | -49.9% |
| All | -4.5% | +78.7% | -83.2% | -49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling