+157.6%
ALRS vs SPY
+318.9%
-161.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.8% |
| 7D | -1.3% | -2.0% | +0.7% | -0.1% |
| 30D | -1.5% | -1.7% | +0.1% | -0.5% |
| 3M | +11.8% | +4.7% | +7.0% | +8.4% |
| 6M | +40.3% | +12.5% | +27.8% | +29.9% |
| YTD | +48.6% | +11.7% | +36.9% | +38.2% |
| 1Y | +50.9% | +17.5% | +33.4% | +35.9% |
| 3Y | +105.0% | +76.6% | +28.4% | +44.8% |
| 5Y | +40.8% | +82.0% | -41.3% | -2.8% |
| All | +157.6% | +318.9% | -161.2% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling