+287.4%
ALRM vs SPY
+330.4%
-43.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -1.8% |
| 7D | -1.0% | +0.1% | -1.0% | -1.2% |
| 30D | +17.5% | -3.3% | +20.8% | +21.2% |
| 3M | +13.7% | -2.4% | +16.1% | +16.0% |
| 6M | +37.4% | +2.6% | +34.8% | +32.6% |
| YTD | +28.2% | +11.2% | +16.9% | +13.8% |
| 1Y | +31.1% | +13.4% | +17.8% | +14.2% |
| 3Y | +27.0% | +79.9% | -52.9% | -31.1% |
| 5Y | -25.6% | +72.2% | -97.7% | -57.6% |
| 10Y | +113.8% | +307.3% | -193.5% | -49.6% |
| All | +287.4% | +330.4% | -43.0% | -11.5% |
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