+46.6%
ALSN vs SPY
+19.4%
+27.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +6.4% | +0.5% | +5.8% | +5.8% |
| 30D | +10.1% | -0.9% | +11.0% | +11.1% |
| 3M | +13.3% | +3.9% | +9.4% | +9.1% |
| 6M | +12.5% | +14.5% | -2.1% | -2.3% |
| YTD | +34.3% | +12.9% | +21.4% | +18.1% |
| 1Y | +46.6% | +19.4% | +27.3% | +18.2% |
| All | +46.6% | +19.4% | +27.2% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling