+380.2%
ALSN vs SPY
+315.0%
+65.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.8% | +4.1% |
| 7D | +9.7% | +0.1% | +9.6% | +9.7% |
| 30D | +12.9% | -3.3% | +16.2% | +16.4% |
| 3M | +4.6% | -2.4% | +7.0% | +6.9% |
| 6M | +0.4% | +2.6% | -2.2% | -1.7% |
| YTD | +27.6% | +11.2% | +16.4% | +16.6% |
| 1Y | +53.0% | +13.4% | +39.6% | +37.4% |
| 3Y | +146.4% | +79.9% | +66.5% | +50.5% |
| 5Y | +278.3% | +72.2% | +206.1% | +137.1% |
| 10Y | +380.2% | +307.3% | +72.9% | +32.1% |
| All | +380.2% | +315.0% | +65.2% | +32.1% |
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