+24.7%
ALRM vs SPY
+75.1%
-50.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.2% |
| 7D | +0.3% | -2.7% | +3.0% | +2.5% |
| 30D | +18.9% | -5.4% | +24.3% | +24.4% |
| 3M | +15.5% | -4.1% | +19.6% | +19.4% |
| 6M | +43.1% | +0.7% | +42.4% | +40.7% |
| YTD | +27.5% | +8.7% | +18.8% | +16.2% |
| 1Y | +38.0% | +10.9% | +27.1% | +23.2% |
| 3Y | +24.7% | +75.0% | -50.3% | -50.2% |
| All | +24.7% | +75.1% | -50.4% | -50.2% |
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