+609.9%
ALSN vs SPY
+607.5%
+2.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | +11.3% | +0.1% | +11.3% | +11.3% |
| 3M | +11.1% | +2.0% | +9.1% | +9.2% |
| 6M | +4.1% | +13.0% | -8.9% | -6.5% |
| YTD | +35.0% | +13.5% | +21.5% | +20.7% |
| 1Y | +48.6% | +20.0% | +28.7% | +26.4% |
| 3Y | +122.9% | +77.2% | +45.7% | +35.3% |
| 5Y | +270.2% | +81.9% | +188.4% | +116.3% |
| 10Y | +450.5% | +314.1% | +136.5% | +44.8% |
| All | +609.9% | +607.5% | +2.4% | +7.8% |
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