+181.8%
ALRS vs SPY
+307.0%
-125.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.9% |
| 7D | +2.0% | +2.6% | -0.6% | +0.4% |
| 30D | +12.5% | -2.0% | +14.4% | +13.7% |
| 3M | +2.5% | -2.8% | +5.3% | +4.1% |
| 6M | +31.5% | +2.1% | +29.3% | +29.3% |
| YTD | +56.7% | +11.5% | +45.2% | +45.7% |
| 1Y | +65.4% | +13.5% | +52.0% | +52.0% |
| 3Y | +118.4% | +77.7% | +40.7% | +53.0% |
| 5Y | +18.4% | +72.6% | -54.2% | -16.5% |
| All | +181.8% | +307.0% | -125.2% | +59.4% |
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