+146.4%
ALSN vs SPY
+78.0%
+68.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.8% | +3.6% |
| 7D | +9.7% | +0.1% | +9.6% | +9.6% |
| 30D | +12.9% | -3.3% | +16.2% | +17.0% |
| 3M | +4.6% | -2.4% | +7.0% | +7.3% |
| 6M | +0.4% | +2.6% | -2.2% | -2.2% |
| YTD | +27.6% | +11.2% | +16.4% | +14.1% |
| 1Y | +53.0% | +13.4% | +39.6% | +34.1% |
| 3Y | +146.4% | +79.9% | +66.5% | +25.6% |
| All | +146.4% | +78.0% | +68.4% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling