-54.9%
ALTG vs SPY
+78.4%
-133.2%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.7% | -0.4% | -17.3% | -17.1% |
| 7D | -31.8% | -0.6% | -31.2% | -30.5% |
| 30D | -21.6% | -3.7% | -17.9% | -15.4% |
| 3M | -31.5% | -2.7% | -28.8% | -27.2% |
| 6M | -31.4% | +2.2% | -33.5% | -32.5% |
| YTD | +8.0% | +10.8% | -2.8% | -6.3% |
| 1Y | -0.8% | +11.2% | -12.0% | -14.3% |
| 3Y | -54.9% | +76.5% | -131.3% | -82.9% |
| All | -54.9% | +78.4% | -133.2% | -82.9% |
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 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