+447.7%
ALSN vs SPY
+312.5%
+135.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.4% |
| 7D | +1.1% | -0.4% | +1.5% | +1.5% |
| 30D | +3.1% | -1.4% | +4.5% | +4.4% |
| 3M | +8.9% | +3.7% | +5.2% | +5.5% |
| 6M | +10.2% | +13.0% | -2.8% | -0.8% |
| YTD | +31.8% | +12.4% | +19.4% | +19.2% |
| 1Y | +46.2% | +18.5% | +27.7% | +26.2% |
| 3Y | +122.8% | +77.6% | +45.2% | +37.4% |
| 5Y | +284.0% | +81.7% | +202.3% | +129.0% |
| 10Y | +447.7% | +319.7% | +128.1% | +39.2% |
| All | +447.7% | +312.5% | +135.2% | +39.2% |
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