-36.4%
ALTG vs SPY
+188.7%
-225.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.8% |
| 7D | 0.0% | -2.0% | +2.0% | +2.4% |
| 30D | -24.8% | -1.7% | -23.2% | -23.4% |
| 3M | -10.7% | +4.7% | -15.5% | -15.2% |
| 6M | -12.1% | +12.5% | -24.6% | -22.5% |
| YTD | +24.6% | +11.7% | +12.8% | +11.2% |
| 1Y | -25.3% | +17.5% | -42.8% | -36.8% |
| 3Y | -54.8% | +76.6% | -131.4% | -74.2% |
| 5Y | -52.0% | +82.0% | -134.1% | -73.4% |
| All | -36.4% | +188.7% | -225.2% | -73.9% |
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