+1,208.2%
ALRS vs SPY
+1,253.8%
-45.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +0.1% | +0.1% | 0.0% | 0.0% |
| 3M | +18.5% | +2.0% | +16.6% | +18.0% |
| 6M | +38.2% | +13.0% | +25.2% | +34.5% |
| YTD | +52.5% | +13.5% | +38.9% | +48.3% |
| 1Y | +53.4% | +20.0% | +33.5% | +47.5% |
| 3Y | +87.8% | +77.2% | +10.6% | +68.3% |
| 5Y | +40.7% | +81.9% | -41.2% | +25.0% |
| 10Y | +161.8% | +314.1% | -152.3% | +129.2% |
| All | +1,208.2% | +1,253.8% | -45.6% | +1,115.7% |
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 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